Steps in applying extreme value theory to finance : a review
by Younes Bensalah
| Year of publication: |
2000
|
|---|---|
| Authors: | Bensalah, Younes |
| Publisher: |
Ottawa, Ontario : Bank of Canada |
| Subject: | Ausreißer | Outliers | Finanzmarkt | Financial market | Risikomaß | Risk measure | Risikomanagement | Risk management | Kapitalmarkttheorie | Financial economics |
freely available
| Extent: | V, 22 S graph. Darst |
|---|---|
| Series: | Working paper / Bank of Canada. - Ottawa, ISSN 1192-5434, ZDB-ID 2185930-9. - Vol. 2000-20 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001529015