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Nucleon exchange and the frequency distribution of the Treiman-Yang angle

โœ Scribed by A.E. Bussian

Publisher
Elsevier Science
Year
1966
Weight
116 KB
Volume
23
Category
Article
ISSN
0031-9163

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## Abstract Risk managers are often concerned about tail probabilities of asset return distributions, in particular the frequency and severity of extreme returns. In this article, we propose a model that integrates extreme value theory and point processes to model the frequency and severity of exch