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Property / author: Zhong-Xing Ye / rank
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Property / author
 
Property / author: Zhong-Xing Ye / rank
 
Normal rank
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Latest revision as of 11:32, 5 March 2024

scientific article
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English
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scientific article

    Statements

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    3 June 2008
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    extreme value theory
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    value at risk
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    tail distribution
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