EconPapers    
Economics at your fingertips  
 

Multivariate extreme value statistics for risk assessment

Yi He
Additional contact information
Yi He: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2016
New Economics Papers: this item is included in nep-ecm and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 42e99d3ae1d/download (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:119cc8b9-5198-41d6-a648-f72501cd4229

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().

 
Page updated 2025-03-24
Handle: RePEc:tiu:tiutis:119cc8b9-5198-41d6-a648-f72501cd4229