Cover Image

Extreme values in finance, telecommunications, and the environment /

Show other versions (2)

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...

Full description

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
Search Result 1
Cover Image
Published 2004
Table of contents
Table of contents
Publisher description
Get full text
Conference Proceeding Book
Search Result 2
Cover Image
Published 2004
Conference Proceeding Book
Show all versions (3)