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~isPartOf:"Journal of risk"
~person:"Auer, Benjamin R."
~person:"Schuster, Martin"
~person:"Stadtmüller, Immo"
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Auer, Benjamin R.
Schuster, Martin
Stadtmüller, Immo
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Extreme value theory, asset ranking and threshold choice : a practical note on VaR estimation
Auer, Benjamin R.
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
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