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Results of search for Extreme value theory
Records found: 4
| DP15048 |
Regulating Platform Fees under Price Parity Author(s): Renato Gomes and Andrea Mantovani Published: July 2020 |
| DP2762 |
New Extreme-Value Dependence Measures and Finance Applications Author(s): Ser-Huang Poon, Michael Rockinger and Jonathan Tawn Published: April 2001 |
| DP2538 |
Extreme Correlation of International Equity Markets Author(s): François Longin and Bruno H Solnik Published: August 2000 |
| DP2161 |
From Value at Risk to Stress Testing: The Extreme Value Approach Author(s): François Longin Published: May 1999 |
Records Found 4