Scaling conditional tail probability and quantile estimators

Files in This Item:
File Description SizeFormat 
WP-09-04-cotter-scaling-risk.pdf155.96 kBAdobe PDFDownload
Title: Scaling conditional tail probability and quantile estimators
Authors: Cotter, John
Permanent link: http://hdl.handle.net/10197/2595
Date: Mar-2009
Funding Details: Not applicable
Type of material: Working Paper
Publisher: University College Dublin. School of Business. Centre for Financial Markets
Series/Report no.: 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
Other versions: http://www.ucd.ie/bankingfinance/docs/wp/WP-09-04-cotter-scaling-risk.pdf
Language: en
Status of Item: Not peer reviewed
Appears in Collections:Geary Institute Working Papers
Centre for Financial Markets Working Papers

Show full item record

Page view(s) 10

171
checked on May 25, 2018

Download(s) 50

98
checked on May 25, 2018

Google ScholarTM

Check


This item is available under the Attribution-NonCommercial-NoDerivs 3.0 Ireland. No item may be reproduced for commercial purposes. For other possible restrictions on use please refer to the publisher's URL where this is made available, or to notes contained in the item itself. Other terms may apply.