Extreme Measures of Agricultural Financial Risk
John Cotter (),
Kevin Dowd and
C. Wyn Morgan
No 101971, Miscellaneous Papers from Agecon Search
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)
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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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