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2002

Asymptotic Normality of Extreme Value Estimators on C[0,1]

Einmahl, J. H. J. & Lin, T., 2002, Eindhoven: EURANDOM. (Research Paper; no. 2002-020)

Research output: Book/ReportReportProfessional

VaR Stress Tests for Highly Non-Linear Portfolios

Einmahl, J. H. J., Foppen, W., Laseroms, O. & de Vries, C. G., 2002, Eindhoven: EURANDOM. (Research Paper; no. 2002-019)

Research output: Book/ReportReportProfessional