Editorial: Special issue on extremes in finance

DOI10.1007/S10687-014-0209-6zbMATH Open1304.00029OpenAlexW2044193828MaRDI QIDQ482068FDOQ482068

Authors:

Publication date: 19 December 2014

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-014-0209-6

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• scientific article; zbMATH DE number 5898106

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)

Cites Work

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Cited In (6)

• An application of extreme value theory for measuring financial risk
• A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
• Editorial: 20th anniversary of Finance and Stochastics
• Portfolio risk assessment using multivariate extreme value methods
• Title not available (Why is that?)
• Editorial: Special issue on time series extremes

Uses Software

• QRM

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