A study of two estimation methods for EVT (Q3501735)
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scientific article; zbMATH DE number 5284408
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| English | A study of two estimation methods for EVT |
scientific article; zbMATH DE number 5284408 |
Statements
3 June 2008
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VaR
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risk value
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extreme value theory
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0.7986774444580078
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0.7942633628845215
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0.7942633628845215
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0.7837117314338684
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0.7761654257774353
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