Extreme Measures of Agricultural Financial Risk

John Cotter (), Kevin Dowd and C. Wyn Morgan

No 101971, Miscellaneous Papers from Agecon Search

Abstract: This paper is from the Centre for Financial Markets (CFM) Working Paper series at University College Dublin.

Keywords: Agricultural financial risk; Spectral risk measures; Expected Shortfall; Value at Risk; Extreme Value Theory.; Agricultural Finance; Risk and Uncertainty; E17; G19; N52 (search for similar items in EconPapers)
Date: 2008
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Related works:
Journal Article: Extreme Measures of Agricultural Financial Risk (2012)
Working Paper: Extreme Measures of Agricultural Financial Risk (2011)
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Persistent link: http://EconPapers.repec.org/RePEc:ags:miscpa:101971

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