Research Catalog

Extreme returns, tail estimation, and value-at-risk / Jon Danielsson and Casper G. de Vries.

Title
Extreme returns, tail estimation, and value-at-risk / Jon Danielsson and Casper G. de Vries.
Author
Jón Daníelsson.
Publication
Reykjavík, Iceland : Institute of Economic Studies, University of Iceland, [1997]

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
Request for On-site UseRequest Scan
How do I pick up this item and when will it be ready?
TextUse in library HC13.2 .I24Off-site

Holdings

Details

Additional Authors
Vries, Casper G. de.
Description
27 p.; 22 cm.
Series Statement
Institute of Economic Studies working paper series, 1011-8888 ; W97:05
Uniform Title
Institute of Economic Studies working paper series ; W97:05.
Subject
  • Extreme value theory
  • Risk management
Note
  • "May 1997."
Bibliography (note)
  • Includes bibliographical references (p. 27).
Processing Action (note)
  • committed to retain
Owning Institutions
Harvard Library