Extreme VaR scenarios in higher dimensions - Concepedia

Concepedia

Publication | Open Access

Extreme VaR scenarios in higher dimensions

DOI Full Paper Access

15

Citations

11

References

2007

Year

Paul Embrechts, Andrea Höing

EngineeringUncertainty QuantificationHigher Dimensional ProblemRisk ManagementExtreme Var ScenariosModeling And SimulationExtreme ConditionExtreme Statistic

References

	Year	Citations

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