From value at risk to stress testing: The extreme value approach
Top Cited Papers
- 1 July 2000
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 24 (7) , 1097-1130
- https://doi.org/10.1016/s0378-4266(99)00077-1
Abstract
No abstract availableAll Related Versions
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