Advances in extreme value theory with applications to finance.

Book chapter

Novak, S. 2009. Advances in extreme value theory with applications to finance. in: Keene, J. (ed.) New business and finance research developments. New York Nova Science Publishers. pp. 199-251
Chapter titleAdvances in extreme value theory with applications to finance.
AuthorsNovak, S.
Page range199-251
Book titleNew business and finance research developments.
EditorsKeene, J.
PublisherNova Science Publishers
Place of publicationNew York
ISBN
Hardcover9781604560749
Publication dates
PrintApr 2009
Publication process dates
Deposited25 Mar 2009
Output statusPublished
LanguageEnglish
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Poisson approximation for the number of long match patterns in random sequences
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Long match patterns in random sequences
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On extreme values in stationary sequences
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Statistical estimation of the maximal eigenvalue of a matrix
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