Extreme value theory and statistics for heavy tail data

Casper de Vries, S Caserta

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publicationModern Risk Management A History
EditorsP. Field
Place of PublicationLondon
Pages169-178
Number of pages10
Publication statusPublished - 2003

Research programs

  • EUR ESE 01
  • EUR ESE 08

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