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~institution:"Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia"
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Extreme Value Theory
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Maximum Likelihood
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q-Entropy
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Ferrari, Davide
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Paterlini, Sandra
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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HAL
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de Nederlandsche Bank
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Allied Academies International Conference 13-16 Oct. 2004 Maui, Hawaii
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Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance
Ferrari, Davide
;
Paterlini, Sandra
-
Dipartimento di Economia "Marco Biagi", Università …
-
2007
Extreme
Value
Theory
(EVT) has found a successful domain of application in such a context, outperforming other approaches …
Persistent link: https://www.econbiz.de/10005636185
Saved in:
2
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance
Ferrari, Davide
;
Paterlini, Sandra
-
Dipartimento di Economia "Marco Biagi", Università …
-
2007
Extreme
Value
Theory
(EVT) has found a successful domain of application in such a context, outperforming other approaches …
Persistent link: https://www.econbiz.de/10005416791
Saved in:
3
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance
Ferrari, Davide
;
Paterlini, Sandra
-
Dipartimento di Economia "Marco Biagi", Università …
-
2007
Extreme
Value
Theory
(EVT) has found a successful domain of application in such a context, outperforming other approaches …
Persistent link: https://www.econbiz.de/10005636139
Saved in:
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