Author： Wang Zongrun
Publisher： Taylor & Francis Ltd
ISSN： 1360-0532
Source： Journal of Applied Statistics, Vol.37, Iss.2, 2010-02, pp. : 265-282
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Extreme VaR scenarios in higher dimensions
By Embrechts Paul Höing Andrea
Extremes, Vol. 9, Iss. 3-4, 2006-12 ,pp. :
Access to resources
Recommend
Extreme value theory with operator norming
By Meerschaert Mark Scheffler Hans-Peter Stoev Stilian
Extremes, Vol. 16, Iss. 4, 2013-12 ,pp. :
On the appropriateness of inappropriate VaR models
Allgemeines Statistisches Archiv, Vol. 90, Iss. 2, 2006-06 ,pp. :