Safety first, extreme value theory and long-run asset risks

C.G. Koedijk, L. de Haan, D. Jansen, C. de Vries

Research output: Chapter in Book/Report/Conference proceedingConference contributionProfessional

Original languageEnglish
Title of host publicationExtreme value theory and applications
Subtitle of host publicationProceedings of the Conference on Extreme Value Theory and Applications, Volume 1, Gaithersburg, Maryland, 1993
EditorsJ. Galambos
Place of PublicationDordrecht
PublisherKluwer Academic Publishers
ISBN (Print)0792328655
Publication statusPublished - 1994
Externally publishedYes

Cite this

Koedijk, C. G., de Haan, L., Jansen, D., & de Vries, C. (1994). Safety first, extreme value theory and long-run asset risks. In J. Galambos (Ed.), Extreme value theory and applications: Proceedings of the Conference on Extreme Value Theory and Applications, Volume 1, Gaithersburg, Maryland, 1993 Kluwer Academic Publishers.