DPOT methodology: an application to value-at-risk (Q4644975)
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scientific article; zbMATH DE number 6999138
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | DPOT methodology: an application to value-at-risk |
scientific article; zbMATH DE number 6999138 |
Statements
DPOT Methodology: An Application to Value-at-Risk (English)
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9 January 2019
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threshold methods
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peaks over threshold (POT)
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value-at-risk
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0.9484806656837464
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0.8095656037330627
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0.7961189150810242
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0.7945824265480042
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0.7945824265480042
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