DPOT Methodology: An Application to Value-at-Risk (Q4644975)
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scientific article; zbMATH DE number 6999138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DPOT Methodology: An Application to Value-at-Risk |
scientific article; zbMATH DE number 6999138 |
Statements
DPOT Methodology: An Application to Value-at-Risk (English)
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9 January 2019
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threshold methods
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peaks over threshold (POT)
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value-at-risk
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