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Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example

Fuente: arXiv

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Bibliographic Details
Main Authors:	Köhler, Benjamin, Heckens, Anton J., Guhr, Thomas
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance Data Analysis, Statistics and Probability Risk Management
Online Access:	Acceder al recurso
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