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1-1 of 1 results for Author: serguei y novak (sorted by Publication Date, showing all)

  1. Extreme Value Methods with Applications to Finance

    By Serguei Y. Novak

    Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability

    Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality,...

    Published December 19th 2011 by CRC Press

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