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From value at risk to stress testing : the extreme value approach
Longin, François M. - In: Journal of banking & finance 24 (2000) 7, pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
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From value at risk to stress testing : the extreme value approach
Longin, François M. - 1999
Persistent link: https://www.econbiz.de/10013422797
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La théorie des valeurs extrêmes : présentation et premières applications en finance
Longin, François M. - In: Journal de la Société de Statistique de Paris 136 (1995) 1, pp. 77-97
Persistent link: https://www.econbiz.de/10001188257