| Original language | English |
|---|---|
| Title of host publication | Statistical analysis of extreme values with applications to insurance, finance, hydrology and other fields |
| Editors | R.-D. Reiss, M Thomas |
| Place of Publication | Basel |
| Publisher | Birkhauser |
| Pages | 401-410 |
| Edition | 3rd |
| ISBN (Print) | 9783764372309 |
| Publication status | Published - 2007 |
Predicting the serial conditional VaR
A. Kozek, C. S. Wehn
Research output: Chapter in Book/Report/Conference proceeding › Chapter
21
Citations
(Scopus)