Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
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- Francis X. Diebold & Til Schuermann & John D. Stroughair, 2000. "Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 1(2), pages 30-35, January.
- Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998. "Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-081, New York University, Leonard N. Stern School of Business-.
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