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

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

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 proceeding › Conference contribution › Professional

Original language	English
Title of host publication	Extreme value theory and applications
Subtitle of host publication	Proceedings of the Conference on Extreme Value Theory and Applications, Volume 1, Gaithersburg, Maryland, 1993
Editors	J. Galambos
Place of Publication	Dordrecht
Publisher	Kluwer Academic Publishers
ISBN (Print)	0792328655
Publication status	Published - 1994
Externally published	Yes

Cite this

@inproceedings{92951ecf8f81426381cebd0f5871bee9,

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

author = "C.G. Koedijk and \{de Haan\}, L. and D. Jansen and \{de Vries\}, C.",

year = "1994",

language = "English",

isbn = "0792328655",

editor = "J. Galambos",

booktitle = "Extreme value theory and applications",

publisher = "Kluwer Academic Publishers",

address = "Netherlands",

}

Safety first, extreme value theory and long-run asset risks. / Koedijk, C.G.; de Haan, L.; Jansen, D. et al.
Extreme value theory and applications: Proceedings of the Conference on Extreme Value Theory and Applications, Volume 1, Gaithersburg, Maryland, 1993. ed. / J. Galambos. Dordrecht: Kluwer Academic Publishers, 1994.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Professional