Measuring value at risk with an extremal process.

Authors
Cabras, S. Racugno, W.
Citation
S. Cabras et W. Racugno, Measuring value at risk with an extremal process., Metron, 60(1/2), 2002, pp. 159-173
Journal title
Metron
ISSN journal
00261424 → ACNP
Volume
60
Issue
1/2
Year of publication
2002
Pages
159 - 173
Database
ESSPER
SICI code
0026-1424(2002)60:1/2<159:MVARWA>2.0.ZU;2-5