Steps in applying extreme value theory to finance
Subtitle: a review
By: by Younes Bensalah.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2000-20; Working paper (Bank of Canada) -- 2000-20.
Publisher: Bank of Canada
Published: 2000
Place of publication: Ottawa
Language: eng
Number of pages: 22
Notes: Distributed by the Government of Canada Depository Services Program.