Revisiting the Edge, Ten Years On - Research Collection

Metadata only

Author

Chavez-Demoulin, Valerie

Embrechts, Paul

Date

2010

Type

Journal Article

Citations

Cited 1 times in Web of Science

Cited 3 times in Scopus

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

https://doi.org/10.1080/03610920902822670

Journal / series

Communications in statistics. Theory and methods

Volume

39(8-9)

Pages / Article No.

1674 - 1688

Publisher

Taylor & Francis

Subject

Aggregation; Banking regulation; Copula; Dependence; Extreme value theory; Operational risk; Quantile estimation; Value-at-risk

Organisational unit

03288 - Embrechts, Paul (emeritus)

Notes

Received 5 March 2008, Accepted 14 February 2009.

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Show all metadata

Citations

Cited 1 times in Web of Science

Cited 3 times in Scopus

ETH Bibliography

yes

Altmetrics