Browsing by Subject "Extreme Value Theory"

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  • Cotter, John ; Dowd, Kevin ; Morgan, Wyn (University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2008-10-06)
    Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk measures applied to the ...
  • Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2004)
    This paper empirically analyses risk in the Euro relative to other currencies. Comparisons are made between a sub period encompassing the final transitional stage to full monetary union with a sub period prior to this. ...