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Title: An application of extreme value theory in value-at-risk estimation
Author: Tolikas, Konstantinos
ISNI:       0000 0001 3534 491X
Awarding Body: University of Dundee
Current Institution: University of Dundee
Date of Award: 2004
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Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available