Using extreme value theory to estimate value‐at‐risk
Year of publication: |
2003
|
---|---|
Authors: | Odening, Martin ; Hinrichs, Jan |
Published in: |
Agricultural Finance Review. - MCB UP Ltd, ISSN 2041-6326, ZDB-ID 2401135-6. - Vol. 63.2003, 1, p. 55-73
|
Publisher: |
MCB UP Ltd |
Subject: | Extreme Value Theory | Hog production | Risk | Value‐at‐Risk |
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