Managing extreme risks in tranquil and volatile markets...

International Review of Financial Analysis 2004 Vol. 13; Iss. 2

Managing extreme risks in tranquil and volatile markets using conditional extreme value theory

Hans N.E. Byström
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Volume:
13
Year:
2004
Language:
english
DOI:
10.1016/j.irfa.2004.02.003
File:
PDF, 230 KB
english, 2004
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