Extreme market risk and extreme value theory (Q2227458)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme market risk and extreme value theory |
scientific article |
Statements
Extreme market risk and extreme value theory (English)
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15 February 2021
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risk modelling
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value at risk
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expected shortfall
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extreme value theory
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GARCH
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