Statistics
Publications
1
Citations
39
H-Index
1
Active since
2001
M. Dacorogna is an author specializing in finance, extreme value analysis, and multivariate extreme value theory.
Publications per year
2001–2001
1
1
Multivariate extremes, aggregation and risk estimation
H.A. Hauksson, M. Dacorogna, Thomas Domenig et al. · Quantitative Finance · 2001 · 39 citations
Business, Finance, Risk Management +17
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