{"title":"Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)","authors":"Sonia Benito, Carmen López-Martín, M. Navarro","doi":"10.1057/s41283-022-00106-w","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":21327,"journal":{"name":"Risk Management","volume":"85 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Risk Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1057/s41283-022-00106-w","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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