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"Extreme market risk and extreme value theory."

Abhay K. Singh, David E. Allen, Powell J. Robert (2013)

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DOI: 10.1016/J.MATCOM.2012.05.010

access: closed

type: Journal Article

metadata version: 2022-04-09

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Abhay K. Singh, David E. Allen, Powell J. Robert:
Extreme market risk and extreme value theory. Math. Comput. Simul. 94: 310-328 (2013)

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