Extreme Values and Financial Risk

Extreme Values and Financial Risk

Since the 2008 financial crisis, modelling of the extreme values of financial risk has become important [...]

Bibliographic Details
Main Authors: Stephen Chan, Saralees Nadarajah
Format: Article
Language:English
Published: MDPI AG 2020-02-01
Series:Journal of Risk and Financial Management
Subjects:
n/a
Online Access:https://www.mdpi.com/1911-8074/13/2/32
Description
Summary:Since the 2008 financial crisis, modelling of the extreme values of financial risk has become important [...]
ISSN:1911-8074

Similar Items