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Keywords: Quantile
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2012) 13 (5): 507–516.
Published: 02 November 2012
.... This family can be presented under a single parameterization known as the generalized extreme value distribution (GEV). Extreme value Quantile Tail index Correlation Extreme dependence Financial markets Risk management The standard mathematical approach to modeling risks uses the language...
