๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Rent seeking and the allowed rate of return: A recursive model

โœ Scribed by Bae-Geun Im; David L. Kaserman; Francois Melese


Publisher
Springer US
Year
1988
Tongue
English
Weight
1015 KB
Volume
3
Category
Article
ISSN
0889-938X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Modelling the frequency and severity of
โœ Ping-Hung Hsieh ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 127 KB

## 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