Similar Search Results

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

Beyond the VaR

Longin, François M. - In: The journal of derivatives : the official publication … 8 (2001) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10001613579

From value at risk to stress testing : the extreme value approach

Longin, François M. - 1999

Persistent link: https://www.econbiz.de/10013422797

The choice of the distribution of asset returns : how extreme value theory can help?

Longin, François M. - In: Journal of banking & finance 29 (2005) 4, pp. 1017-1035

Persistent link: https://www.econbiz.de/10002601166

Value at risk : une nouvelle approche fondée sur les valeurs extrêmes

Longin, François M. - In: Annales d'économie et de statistique (1998), pp. 23-51

Persistent link: https://www.econbiz.de/10001534513

Le choix de la loi des rentabilités d'actifs financiers : les valeurs extrêmes peuvent aider

Longin, François M. - In: Finance : revue de l'Association Française de Finance 16 (1995) 2, pp. 25-47

Persistent link: https://www.econbiz.de/10001203108

Conditional correlation in international equity returns

Longin, François M.; Solnik, Bruno - 1992

Persistent link: https://www.econbiz.de/10000838405

Margin requirements with intraday dynamics

Cotter, John; Longin, François M. - In: Transparency governance and markets, (pp. 295-322). 2006

Persistent link: https://www.econbiz.de/10003359724

Extreme events in finance : a handbook of extreme value theory and its applications

Longin, François M. (ed.) - 2017

"Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions."

Persistent link: https://www.econbiz.de/10011444872

Evénements extrêmes en finance

Longin, François M. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001702625