Study of Financial Risk Based on EVT.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/his/LiQ09
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http://dblp.uni-trier.de/rec/bibtex/conf/his/LiQ09
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2009
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Study of Financial Risk Based on EVT.
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extreme value theory; POT; generalized Pareto distribution; VaR
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Study of Financial Risk Based on EVT.
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