Author:
Brooks C.,Clare A.D.,Dalle Molle J.W.,Persand G.
Subject
Economics and Econometrics,Finance
Reference18 articles.
1. Practical Analysis of Extreme Values;Beirlant,1996
2. A word of caution on calculating market-based minimum capital risk requirements;Brooks;Journal of Banking and Finance,2000
3. Extreme-value and margin setting with and without price limits;Broussard;Quarterly Review of Economics and Finance,2001
4. The behaviour of extreme values in Germany's stock index futures: an application to intra-daily margin setting;Broussard;European Journal of Operational Research,1998
5. Value-at-risk and extreme returns;Daníelsson,2000
Cited by
84 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献