BOURGUINAT, Henri; BRIYS, Eric

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Licencia de uso del documento

BOURGUINAT, Henri
Laboratoire d'analyse et de recherche en économie et finance internationales [Larefi]

BRIYS, Eric

Idioma

Chapitre d'ouvrage

Este ítem está publicado en

Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications. 2016p. p.563-569

Wiley

Resumen en inglés

Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets.< Leer menos

URI

https://oskar-bordeaux.fr/handle/20.500.12278/140109

Centros de investigación

Laboratoire d'analyse et de recherche en économie et finance internationales (LAREFI) - EA2954