High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365): Difference between revisions
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Revision as of 00:16, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High volatility, thick tails and extreme value theory in value-at-risk estimation. |
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High volatility, thick tails and extreme value theory in value-at-risk estimation. (English)
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14 February 2004
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Value-at-risk
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Financial risk management
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Extreme value theory
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