Risk management with Wavelet Based Extreme Value Theory An Application on Credit Default Swaps

GÜRİŞ S., ÇİFTER A.

11. Ulusal Ekonometri ve İstatistik Sempozyumu, Turkey, 27 - 30 May 2010, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• Country: Turkey
• Marmara University Affiliated: Yes