Quantification of market risk in the context of conditional extreme value theory

Navarro Cervantes, María Ángeles2024-05-202024-05-202023https://hdl.handle.net/20.500.14468/17709enAtribución-NoComercial-SinDerivadas 4.0 Internacionalinfo:eu-repo/semantics/openAccessQuantification of market risk in the context of conditional extreme value theorytesis doctoral