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research article

A point process approach to value-at-risk estimation

Chavez-Demoulin, V.  
•
Davison, A. C.  
•
McNeil, A. J.
2005
Quantitative Finance
  • Details
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Type
research article
DOI
10.1080/14697680500039613
Web of Science ID

WOS:000233072300011

Author(s)
Chavez-Demoulin, V.  
Davison, A. C.  
McNeil, A. J.
Date Issued

2005

Published in
Quantitative Finance
Volume

5

Issue

2

Start page

227

End page

234

Editorial or Peer reviewed

NON-REVIEWED

Written at

EPFL

EPFL units
STAT  
Available on Infoscience
April 21, 2006
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/229904
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