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Performance Analysis of VaR and ES Based on Extreme Value Theory

Communications for Statistical Applications and Methods, 2006
exaly  

Univariate Extreme Value theory

2007
Gianfausto Salvadori   +3 more
openaire   +1 more source

Beginnings of Extreme-Value Theory

2001
H. A. David, A. W. F. Edwards
openaire   +1 more source

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