Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory

Byström, Hans LU (2004) In International Review of Financial Analysis 13(2). p.133-152
Please use this url to cite or link to this publication:
author
organization
publishing date
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}},
}