Credo Ut Intelligam
| dc.rights.license | open | en_US |
| hal.structure.identifier | Laboratoire d'analyse et de recherche en économie et finance internationales [Larefi] | |
| dc.contributor.author | BOURGUINAT, Henri | |
| dc.contributor.author | BRIYS, Eric | |
| dc.date.accessioned | 2022-05-25T13:52:55Z | |
| dc.date.available | 2022-05-25T13:52:55Z | |
| dc.date.issued | 2016 | |
| dc.identifier.isbn | 978-1-118-65019-6 | en_US |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/140109 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | EN | en_US |
| dc.publisher | Wiley | en_US |
| dc.source.title | Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications | en_US |
| dc.title.en | Credo Ut Intelligam | |
| dc.type | Chapitre d'ouvrage | en_US |
| dc.subject.hal | Économie et finance quantitative [q-fin] | en_US |
| bordeaux.page | p.563-569 | en_US |
| bordeaux.hal.laboratories | Laboratoire d'analyse et de recherche en économie et finance internationales (LAREFI) - EA2954 | en_US |
| bordeaux.institution | Université de Bordeaux | en_US |
| bordeaux.institution | CNRS | en_US |
| bordeaux.inpress | non | en_US |
| hal.identifier | hal-03777377 | |
| hal.version | 1 | |
| hal.date.transferred | 2022-09-14T14:05:54Z | |
| hal.export | true | |
| dc.rights.cc | Pas de Licence CC | en_US |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=Extreme%20Events%20in%20Finance:%20A%20Handbook%20of%20Extreme%20Value%20Theory%20and%20Its%20Applications&rft.date=2016&rft.spage=p.563-569&rft.epage=p.563-569&rft.au=BOURGUINAT,%20Henri&BRIYS,%20Eric&rft.isbn=978-1-118-65019-6&rft.genre=unknown |
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