Modern Extreme Value Theory at the Interface of Risk Management, Bayesian Networks and Heavy-Tailed Time Series
Crossref DOI link: https://doi.org/10.1007/978-3-031-12244-6_10
Published Online: 2022-08-03
Published Print: 2023
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Embrechts, Paul
Klüppelberg, Claudia
Mikosch, Thomas
Text and Data Mining valid from 2022-08-03
Version of Record valid from 2022-08-03
Chapter History
First Online: 3 August 2022