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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Bibliographic Details

Corporate Authors:	Séminaire européen de statistique Gothenburg, Sweden, Taylor & Francis
Other Authors:	Finkenstädt, Bärbel, Rootzén, Holger
Format:	Conference Proceeding eBook
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 Electronic books. Conference papers and proceedings
Online Access:	Connect to the full text of this electronic book