Wiley Series in Probability and Statistics
2004; Wiley; Linguagem: Inglês
10.1002/0470012382.scard
ISSN1940-6347
AutoresJan Beirlant, Yuri Goegebeur, Jozef L. Teugels, Johan Segers,
Tópico(s)Financial Risk and Volatility Modeling
ResumoFree Access Wiley Series in Probability and Statistics Jan Beirlant, Jan Beirlant University Center of Statistics, Katholieke Universiteit Leuven, BelgiumSearch for more papers by this authorYuri Goegebeur, Yuri Goegebeur University Center of Statistics, Katholieke Universiteit Leuven, BelgiumSearch for more papers by this authorJozef Teugels, Jozef Teugels University Center of Statistics, Katholieke Universiteit Leuven, BelgiumSearch for more papers by this authorJohan Segers, Johan Segers Department of Econometrics, Tilburg University, The NetherlandsSearch for more papers by this author Book Author(s):Jan Beirlant, Jan Beirlant University Center of Statistics, Katholieke Universiteit Leuven, BelgiumSearch for more papers by this authorYuri Goegebeur, Yuri Goegebeur University Center of Statistics, Katholieke Universiteit Leuven, BelgiumSearch for more papers by this authorJozef Teugels, Jozef Teugels University Center of Statistics, Katholieke Universiteit Leuven, BelgiumSearch for more papers by this authorJohan Segers, Johan Segers Department of Econometrics, Tilburg University, The NetherlandsSearch for more papers by this author First published: 27 August 2004 https://doi.org/10.1002/0470012382.scardCitations: 2Book Series:Wiley Series in Probability and Statistics Series Editor(s): Walter A. Shewhart, Walter A. ShewhartSearch for more papers by this authorSamuel S. Wilks, Samuel S. WilksSearch for more papers by this author AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Statistics of Extremes: Theory and Applications RelatedInformation
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