Extreme Value at Risk and Expected Shortfall during Financial Crisis
Références
- Titre
- Extreme Value at Risk and Expected Shortfall during Financial Crisis
- Type de publication
- Conference Paper
- Année de publication
- 2011
- Auteurs
- Kourouma, L., Denis Dupré, Ollivier Taramasco, and Gilles Sanfilippo
- Conference Name
- International Conference on Banking and Finance Perspectives (ICBFP 2011)
- Conference Location
- Famagouste, Chypre
Soumis le 10 mai 2019