✦ LIBER ✦
Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
✍ Scribed by Alexander J. McNeil; Rüdiger Frey
- Book ID
- 117628089
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 372 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0927-5398
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