Extreme Value Methods with Applications to Finance

Extreme Value Methods with Applications to Finance

Tekijä: Serguei Y. Novak
Kustantaja: CRC Press
Painos: 1
Julkaisuvuosi: 2011
ISBN: 9780367848330

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Maksa Klarnalla
14 päivän palautusoikeus
Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers-in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown di

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