Scaling conditional tail probability and quantile estimators

Author(s)

Uri

Date Issued

2009-03

Date Available

2010-11-25T14:16:11Z

Sponsorship

Not applicable

Type of Material

Working Paper

Publisher

University College Dublin. School of Business. Centre for Financial Markets

Series

Centre for Financial Markets working paper series

WP 09 04

UCD Geary Institute Discussion Paper Series

WP 10 06

Subject – LCSH

Risk assessment

Extreme value theory

Estimation theory

Web versions

Language

English

Status of Item

Not peer reviewed

This item is made available under a Creative Commons License

Name

WP-09-04-cotter-scaling-risk.pdf

Size

155.96 KB

Format

Adobe PDF

Checksum (MD5)

1a1d726b74ea4057d8fa5508a0abe59a

Owning collection

Mapped collections