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.
Revue:
Risk Management

ISSN: 1743-4637,  1460-3799

Année de publication: 2023

Volumen: 25

Número: 1

Type: Article

DOI: 10.1057/S41283-022-00106-W GOOGLE SCHOLAR lock_openAccès ouvert editor
La source de données: Scopus