Exploring the empirical application of multivariate peak over threshold models to risk management

Additional Metadata
Keywords	Multivariate Peak Over Threshold Models; Extreme Value Theory; Risk Management; Risk Measures
Thesis Advisor	Oorschot, J.A.
Persistent URL	hdl.handle.net/2105/53510
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	Benitez Schlapp, F. (2020, November 13). Exploring the empirical application of multivariate peak over threshold models to risk management. Econometrie. Retrieved from http://hdl.handle.net/2105/53510

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