The tale of the tail : extreme-value patterns of financial returns
Year of publication: |
2012
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Authors: | Corelli, Angelo |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 13.2012, 5, p. 507-516
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Subject: | Ausreißer | Outliers | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
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