Using extreme value theory to estimate value-at-risk
Year of publication: |
2003
|
---|---|
Authors: | Odening, Martin ; Hinrichs, Jan H... |
Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 63.2003, 1, p. 55-73
|
Subject: | Risikomanagement | Risk management | Schweinehaltung | Pig farming | Deutschland | Germany | Risikomaß | Risk measure |
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