Pitfalls and opportunities in the use of extreme value theory in risk management

Verfasser / Beitragende:
Francis X. Diebold, Til Schuermann, John D. Stroughair
Ort, Verlag, Jahr:
New York : New York University - Salomon Center - Leonard N. Stern School of Business, 1998
Beschreibung:
[10], 26 p. ; 28 cm
Format:
Buch
ID: 221723242