Extreme Values and Financial Risk

Stephen Chan and Saralees Nadarajah
Additional contact information
Stephen Chan: Department of Mathematics and Statistics, American University of Sharjah, Sharjah P.O. Box 26666, UAE
Saralees Nadarajah: School of Mathematics, University of Manchester, Manchester M13 9PL, UK

JRFM, 2020, vol. 13, issue 2, 1-3

Abstract: Since the 2008 financial crisis, modelling of the extreme values of financial risk has become important [...]

Keywords: n/a (search for similar items in EconPapers)
JEL-codes: C E F2 F3 G (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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