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College of Business
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Centre for Financial Markets Working Papers
Scaling conditional tail probability and quantile estimators
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Scaling conditional tail probability and quantile estimators
Author(s)
Cotter, John
Uri
http://hdl.handle.net/10197/2595
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
http://www.ucd.ie/bankingfinance/docs/wp/WP-09-04-cotter-scaling-risk.pdf
Language
English
Status of Item
Not peer reviewed
This item is made available under a Creative Commons License
https://creativecommons.org/licenses/by-nc-sa/1.0/
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WP-09-04-cotter-scaling-risk.pdf
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155.96 KB
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Centre for Financial Markets Working Papers
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