Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
International Review of Financial Analysis, 2004, vol. 13, issue 2, 133-152
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Working Paper: Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:finana:v:13:y:2004:i:2:p:133-152
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