Modeling of extreme events and stress testing analysis
By: Ronny Suarez
Publisher: VDM Verlag Dr. Müller
Published: 2010
Place of publication: Saarbrücken, Germany
Language: eng
Number of pages: 47
ISBN-13: 9783639240887
Subjects: Value; Econometric models; Risk-return relationships; Extreme value theory
Notes: Includes bibliographical references (pages 45-47).