Multivariate extremes, aggregation and risk estimation

Quantitative Finance

Volumn 1, Issue 1, 2001, Pages 79-95

  Hauksson, H A ^a   Dacorogna, M ^b   Domenig, T ^a   Mller, U ^a   Samorodnitsky, G ^c  

^a Olsen Ltd   (Switzerland)

^b Cornell University ^*  (Switzerland)

^c Cornell University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85015407522     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/713665553     Document Type: Article

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