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Novak, Serguei Y.
Libros de: Novak, Serguei Y.
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Extreme Value Methods with Applications to Finance
Novak, Serguei Y.
Crc Press Inc. (2011)
- EAN: 9781439835746
- Páginas: 399
- Fecha de edición: 2011
pvp.86,50 €
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Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing ...
