Revisiting the Edge, Ten Years On
Publication status
publishedJournal / series
Communications in statistics. Theory and methodsVolume
Pages
Publisher
Taylor & FrancisSubject
Aggregation; Banking regulation; Copula; Dependence; Extreme value theory; Operational risk; Quantile estimation; Value-at-riskOrganisational unit
03288 - Embrechts, Paul
Notes
Received 5 March 2008, Accepted 14 February 2009.More
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