Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management

Francis Diebold, Til Schuermann and John D. Stroughair

Journal of Risk Finance, 2000, vol. 1, issue 2, 30-35

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Date: 2000
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Related works:
Working Paper: Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998)
Working Paper: Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb043443

DOI: 10.1108/eb043443

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