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From value at risk to stress testing: The extreme value approach Author info | Abstract | Publisher info | Download info | Related research | Statistics Longin, Francois M.
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Article provided by Elsevier in its journal Journal of Banking & Finance .
Volume (Year): 24 (2000)
Issue (Month): 7 (July)
Pages: 1097-1130
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Handle: RePEc:eee:jbfina:v:24:y:2000:i:7:p:1097-1130Contact details of provider: Web page: http://www.elsevier.com/locate/jbf
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