Extreme market risk and extreme value theory
Singh, Abhay K.; Allen, David E.; Robert, Powell J.
- 期刊名称Mathematics and Computers in Simulation
- 作者Singh, Abhay K.; Allen, David E.; Robert, Powell J.
- 卷第94卷
- 印刷ISSN0378-4754
- 文件大小2481.08KB
- 发表时间2013-8
- DOI10.1016/j.matcom.2012.05.010
- 页码310-328