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Davit Varron

  1. The coupling method in extreme value theory
    2019/12/06 by Benjamin Bobbia, Bobbia, Benjamin, Clément Dombry +3 · 2 citations
    Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #FOS: Mathematics #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Statistics Theory (math.ST)