Expand icon Search icon File icon file Download

Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)

Alentorn, A and Markose, SM (2008) Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR). In: Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, pp. 47-71. ISBN 9783540779582. Official URL: http://dx.doi.org/10.1007/978-3-540-77958-2_3



Abstract

Available files

Full text not available from this repository. http://dx.doi.org/10.1007/978-3-540-77958-2_3

Statistics

Altmetrics

Downloads

downloads and page views since this item was published

View detailed statistics