Risk management under extreme events

International Review of Financial Analysis

Volumn 14, Issue 2, 2005, Pages 113-148

  Fernandez, Viviana ^a  

^a UNIVERSITY OF CHILE   (Chile)

Author keywords

Extremal dependence; Extreme value theory; Value at risk

Indexed keywords

EID: 12944284524     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2004.06.012     Document Type: Article

References (20)

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