Extreme market risk and extreme value theory (Q2227458)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extreme market risk and extreme value theory |
scientific article; zbMATH DE number 7310469
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extreme market risk and extreme value theory |
scientific article; zbMATH DE number 7310469 |
Statements
Extreme market risk and extreme value theory (English)
0 references
15 February 2021
0 references
risk modelling
0 references
value at risk
0 references
expected shortfall
0 references
extreme value theory
0 references
GARCH
0 references
0.8990387
0 references
0.8919385
0 references
0.8756839
0 references
0.8756839
0 references
0.87424505
0 references
0.8695238
0 references
