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  • MPRA Paper 6281

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    Aqeela Fatima
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    This document discusses extreme value theory and its applications to financial risk management. It was written by G. Tsevas and John Panaretos in 1998 and is available online through the Munich Personal RePEc Archive, where it has the identifier MPRA Paper No. 6281.

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    Economics

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    This document discusses extreme value theory and its applications to financial risk management. It was written by G. Tsevas and John Panaretos in 1998 and is available online through the Munich Personal RePEc Archive, where it has the identifier MPRA Paper No. 6281.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    5 views9 pages

    MPRA Paper 6281

    Uploaded by

    Aqeela Fatima
    This document discusses extreme value theory and its applications to financial risk management. It was written by G. Tsevas and John Panaretos in 1998 and is available online through the Munich Personal RePEc Archive, where it has the identifier MPRA Paper No. 6281.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 9

    M PRA

    Munich Personal RePEc Archive

    Extreme Value Theory and its


    Applications to Financial Risk
    Management

    G. Tsevas and John Panaretos

    1998

    Online at http://mpra.ub.uni-muenchen.de/6281/
    MPRA Paper No. 6281, posted 15. December 2007 07:01 UTC

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