Work

Measuring Risk with Extreme Value Theory

Year: 2002

Type: book-chapter

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9780511615337.009

Author: Richard L. Smith

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1600287096

FWCI: 10.1

Cites: 23

Cited by: 33

Related to: 10