Multivariate extremes, aggregation and risk estimation

Author: Hauksson H.A.   Dacorogna M.   Domenig T.   Mller U.   Samorodnitsky G.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.1, Iss.1, 2001-01, pp. : 79-95

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Abstract