Extreme Value Methods with Applications to Finance

Extreme Value Methods with Applications to Finance

Författare: Serguei Y. Novak
Förlag: CRC Press
Upplaga: 1
Utgivningsår: 2011
ISBN: 9780367848330

Köp boken

0

Betala med Klarna
14 dagars ångerrätt
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

Du kanske också gillar

Köp boken0