Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory
(2004) In International Review of Financial Analysis 13(2). p.133-152
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1384614
- author
- Byström, Hans LU
- organization
- publishing date
- 2004
- type
- Contribution to journal
- publication status
- published
- subject
- in
- International Review of Financial Analysis
- volume
- 13
- issue
- 2
- pages
- 133 - 152
- publisher
- North-Holland
- external identifiers
-
- scopus:2342492400
- ISSN
- 1057-5219
- DOI
- 10.1016/j.irfa.2004.02.003
- language
- English
- LU publication?
- yes
- id
- 8aba923e-2d98-4e7c-9e92-f5784b4cb7d7 (old id 1384614)
- date added to LUP
- 2016-04-04 07:53:48
- date last changed
- 2022-04-23 08:45:18
@article{8aba923e-2d98-4e7c-9e92-f5784b4cb7d7, author = {{Byström, Hans}}, issn = {{1057-5219}}, language = {{eng}}, number = {{2}}, pages = {{133--152}}, publisher = {{North-Holland}}, series = {{International Review of Financial Analysis}}, title = {{Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory}}, url = {{http://dx.doi.org/10.1016/j.irfa.2004.02.003}}, doi = {{10.1016/j.irfa.2004.02.003}}, volume = {{13}}, year = {{2004}}, }