Steps in applying extreme value theory to finance : a review / by Younes Bensalah. (Bank of Canada working paper ; 2000-20)

Steps in applying extreme value theory to finance : a review / by Younes Bensalah.

(Bank of Canada working paper ; 2000-20)

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Material Type: 図書
ISSN (series): 1192-5434
Title: Steps in applying extreme value theory to finance : a review / by Younes Bensalah.
Series Title: Bank of Canada working paper ; 2000-20
Author Heading: Bensalah, Younes.
Publication, Distribution, etc.: Ottawa : Bank of Canada
Publication Date: 2000.
Publication Date (W3CDTF): 2000
Extent: v, 22 p. : ill. ; 28 cm.
Text Language Code: eng
Subject Heading: 金融 (地理区分) Kin′yu.
リスク. Risuku.
経済モデル. Keizaimoderu.
NDLC: DF111
Note (General): Abstract also in French.
Bibliography: p. 15.
Holding library: 国立国会図書館
Call No.: DF111-A44
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000003084514
http://id.ndl.go.jp/bib/000003084514
Bibliographic Record Category (NDL): 211