Managing extreme risks in tranquil and volatile markets using conditional extreme value theory

Hans Byström

International Review of Financial Analysis, 2004, vol. 13, issue 2, 133-152

Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (27)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1057-5219(04)00011-0
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory (2001)
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:eee:finana:v:13:y:2004:i:2:p:133-152

Access Statistics for this article

International Review of Financial Analysis is currently edited by B.M. Lucey

More articles in International Review of Financial Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().