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The calculation of capital requirement using extreme value theory
Tsai, Ming-shann
;
Chen, Lien-Chuan
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 390-395
Persistent link: https://www.econbiz.de/10009269922
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The calculation of capital requirement using Extreme Value Theory
Tsai, Ming-Shann
;
Chen, Lien-Chuan
- In:
Economic modelling
28
(
2011
)
1
,
pp. 390-396
Persistent link: https://www.econbiz.de/10008768699
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