Extreme value methods with applications to finance.
Book
Novak, S. 2011. Extreme value methods with applications to finance. CRC Press, Chapman & Hall.
Title | Extreme value methods with applications to finance. |
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Authors | Novak, S. |
Abstract | Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. |
Series | Monographs on Statistics & Applied Probability |
ISBN | |
Hardcover | 9781439835746 |
Publisher | CRC Press, Chapman & Hall |
Publication dates | |
Dec 2011 | |
Publication process dates | |
Deposited | 13 Dec 2011 |
Output status | Published |
Language | English |
File |
https://repository.mdx.ac.uk/item/8377w
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