Original language | English |
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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 › peer-review
21
Citations
(Scopus)