Measuring risk with extreme value theory
Richard L. Smith
| Year of publication: |
2002
|
|---|---|
| Authors: | Smith, Richard L. |
| Published in: |
Risk management : value at risk and beyond. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-78180-9. - 2002, p. 224-246
|
| Subject: | Theorie | Theory | Risiko | Risk | Ausreißer | Outliers | Messung | Measurement | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001689221