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Extreme values in finance, telecommunications, and the environment /

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It also presents issues in data network modeling and examines aspects of Value-at-Risk (VaR) and its estimation based on EVT. The chapters are written by authorities in the field, including Richard L. Smith, Claudia Kluppelberg, Thomas Mikosch, Sidney Resnick, Stuart Coles, Anna-Laure Fougeres, and...

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Bibliographic Details
Corporate Author: Séminaire européen de statistique Gothenburg, Sweden
Other Authors: Finkenstädt, Bärbel, Rootzén, Holger
Format: Conference Proceeding Book
Language:English
Published: Boca Raton, Fla. : Chapman and Hall/CRC, [2004]
Series:Monographs on statistics and applied probability (Series) ; 99.
Subjects:
Extreme value theory > Congresses.
Théorie des valeurs extrêmes > Congrès.
Extreme value theory.
Extremwertstatistik
Finanzwirtschaft
Telekommunikation
Extreme waarden.
Financiën.
Telecommunicatie.
Distribuições de extremos (congressos)
Inferência estatística (congressos)
Kongress > Gothenburg > 2001.
Conference papers and proceedings.
Online Access:Table of contents
Table of contents
Publisher description
http://www.crcnetbase.com/isbn/978-1-58488-411-8
Description
Summary:It also presents issues in data network modeling and examines aspects of Value-at-Risk (VaR) and its estimation based on EVT. The chapters are written by authorities in the field, including Richard L. Smith, Claudia Kluppelberg, Thomas Mikosch, Sidney Resnick, Stuart Coles, Anna-Laure Fougeres, and Paul Embrechts."--Jacket.
Physical Description:xix, 405 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:1584884118
9781584884118
9780203483350
0203483359