High dimensional Risk Management with Multivariate Generalized Pareto

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Keywords	Multivariate Generalized Pareto Distribution; Multivariate Extreme Value Theory; High Dimensional Risk Management; Risk Management; Extreme Value Theory
Thesis Advisor	Oorschot, J.A.
Persistent URL	hdl.handle.net/2105/53493
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lijmbach, O.G.C. (2020, November 13). High dimensional Risk Management with Multivariate Generalized Pareto. Econometrie. Retrieved from http://hdl.handle.net/2105/53493

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