Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	133-152
Journal	International Review of Financial Analysis
Volume	13
Issue number	2
DOIs	https://doi.org/10.1016/j.irfa.2004.02.003
Publication status	Published - 2004

Subject classification (UKÄ)

@article{8aba923e2d984e7c9e92f5784b4cb7d7,

title = "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory",

author = "Hans Bystr{\"o}m",

year = "2004",

doi = "10.1016/j.irfa.2004.02.003",

language = "English",

volume = "13",

pages = "133--152",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory

AU - Byström, Hans

PY - 2004

Y1 - 2004

U2 - 10.1016/j.irfa.2004.02.003

DO - 10.1016/j.irfa.2004.02.003

M3 - Article

SN - 1057-5219

VL - 13

SP - 133

EP - 152

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

IS - 2

ER -