Introduction to "Extreme Events in Finance"
Introduction to "Extreme Events in Finance"
About this item
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Author / Creator
Publisher
Fountain: Presses Universitaires de Grenoble
Journal title
Language
English
Formats
Publication information
Publisher
Fountain: Presses Universitaires de Grenoble
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Scope and Contents
Contents
Extreme events in finance, such as stock market crashes, have always been a fascinating subject. If many books by historians have been devoted to qualitative descriptions of these events, little attention has been paid to quantitative explanations. Recently, statistical methods - especially extreme value theory - have been proposed to deal with the...
Alternative Titles
Full title
Introduction to "Extreme Events in Finance"
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_reports_217657602
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_reports_217657602
Other Identifiers
ISSN
0752-6180
E-ISSN
2101-0145
