Editorial: Special issue on extremes in finance

DOI10.1007/S10687-014-0209-6MaRDI QIDQ482068zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Extreme market risk and extreme value theory
• Advances in extreme value theory with applications to finance.
• An application of extreme value theory for measuring financial risk
• Extreme value theory and VaR computation
• scientific article; zbMATH DE number 5898106

Cites work

• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• Modelling extremal events for insurance and finance

Cited in

(6)

• Editorial: 20th anniversary of Finance and Stochastics
• Portfolio risk assessment using multivariate extreme value methods
• scientific article; zbMATH DE number 1424404 (Why is no real title available?)
• Editorial: Special issue on time series extremes
• A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
• An application of extreme value theory for measuring financial risk

Describes a project that uses

Uses Software

• QRM

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