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Publication details

Document type
Book chapters


Title
Extreme Value Theory: An Introductory Overview

Participants in the publication
Fraga Alves, M. I. (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Neves, C. (Author)

Editor(s)
François Longin

Date of Publication
2016-10-07

Where published
Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications

Publication Identifiers
ISBN - 9781118650318

Publisher
John Wiley & Sons, Inc.

Collection
Wiley Handbooks in Financial Engineering and Econometrics

Edition
1

Number of pages
43
Starting page
53
Last page
95

Document Identifiers
DOI - https://doi.org/10.1002/9781118650318.ch4
URL - https://onlinelibrary.wiley.com/doi/pdf/10.1002/9781118650318.ch4
URL - https://extreme-events-finance.net/wiley-handbook/contributions/fraga-alves-neves-extreme-value-theory-introductory-overview/
URL - https://www.researchgate.net/api/literature/privateDownload?publicationUid=PnB1bfdnyfAD62GdxY_Ey8H66SNeTJEPVPj8tqwVRSKkciCgK0TbOMmNt8vIOoMrYQ&linkId=MLg0U9e7uI2gnLQWlZUaacj_634pwjjnaeZabbNa9NkHscSZxQb01tvi_-5wY6xx7YF79RuUsr7tbk_mw0qPfQ


Export

APA
Fraga Alves, M. I., Neves, C., (2016). Extreme Value Theory: An Introductory Overview. Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, 53-95

IEEE
Fraga Alves, M. I., Neves, C., "Extreme Value Theory: An Introductory Overview" in Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, 2016, pp. 53-95

BIBTEX
@incollection{40883, author = {Fraga Alves, M. I. and Neves, C.}, title = {Extreme Value Theory: An Introductory Overview}, booktitle = {Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications}, year = 2016, pages = {53-95}, address = {}, publisher = {John Wiley & Sons, Inc.} }