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Quantile Estimation for the Generalized Pareto Distribution with Application to Finance
| Title: | Quantile Estimation for the Generalized Pareto Distribution with Application to Finance | Authors: | Jocković, Jelena |
Issue Date: | 2012 | Publication: | Yugoslav journal of operations research | ISSN: | 0354-0243 Yugoslav journal of operations research Search Idenfier |
Publisher: | Belgrade : Faculty of Organizational Sciences... [et al.] | Type: | Article | Collation: | vol. 22 br. 2 str. 297-311 | DOI: | 10.2298/yjor110308013j | Scopus-ID: | 2-s2.0-84880833737 | VBS COBISS: | 215276812 | URI: | https://enauka.gov.rs/handle/123456789/543674 https://plus.cobiss.net/cobiss/sr/sr/bib/215276812#izum.si |
Metadata source: | Migracija | M-category: | 23M23 |
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