Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
- Benito, S.
- López-Martín, C.
- Navarro, M.ªÁ.
ISSN: 1743-4637, 1460-3799
Year of publication: 2023
Volume: 25
Issue: 1
Type: Article
Journal:
Risk Management
