Extreme values in finance, telecommunications, and the environment /
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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| Other Authors: | , |
| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
Boca Raton, Fla. :
Chapman and Hall/CRC,
[2004]
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| Series: | Monographs on statistics and applied probability (Series) ;
99. |
| Subjects: | |
| Online Access: | Table of contents Table of contents Publisher description http://www.crcnetbase.com/isbn/978-1-58488-411-8 |
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Published 2004
Conference Proceeding
Book