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【2018专题特刊】Extreme Values and Financial Risk
10 个回复 - 2413 次查看
Extreme Values and Financial Risk
by Stephan Chan (Editor), Saralees Nadarajah (Editor)
About the Author
Stephen Chan, Assistant Professor, was awarded the EPSRC Doctoral Prize Fellowship in 2016 ...
2019-2-9 19:26 - slowry - 金融学(理论版)
Statistical Analysis of Extreme Values
10 个回复 - 4445 次查看
书名Statistical Analysis of
Extreme Values:with Applications to Insurance, Finance, Hydrology and Other Fields
作者R.-D. Reiss,M. Thomas
第三版Third Edition
出版社Birkhäuser,2007
2007-9-2 15:17 - zfk - 计量经济学与统计软件
Extreme Values and Their Applications in Finance
5 个回复 - 1096 次查看
Extreme Values and Their Applications in Finance
nus.edu.sg 中的 RS Tsay - rmi.nus.edu.sg
Extreme price movements in the financial markets are rare, but important. The stock market crash
on Wall ...
2011-8-16 10:20 - 酱油哥哥 - 求助成功区