Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)

  1. Benito, S.
  2. López-Martín, C.
  3. Navarro, M.ªÁ.
Aldizkaria:
Risk Management

ISSN: 1743-4637,  1460-3799

Argitalpen urtea: 2023

Alea: 25

Zenbakia: 1

Mota: Artikulua

DOI: 10.1057/S41283-022-00106-W GOOGLE SCHOLAR lock_openSarbide irekia editor
Datuen iturria: Scopus