Scaling conditional tail probability and quantile estimators

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Title: Scaling conditional tail probability and quantile estimators
Authors: Cotter, John
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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
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Language: en
Status of Item: Not peer reviewed
Appears in Collections:Geary Institute Working Papers
Centre for Financial Markets Working Papers

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