Scaling conditional tail probability and quantile estimators

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Download WP-09-04-cotter-scaling-risk.pdf155.96 KB
Author(s)
Uri
Date Issued
March 2009
Date Available
25T14:16:11Z November 2010
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Not peer reviewed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
Owning collection
Centre for Financial Markets Working Papers