Which of the following distributions are associated with EVT: a) Poisson b) Weibull c) Frchet d) Clayton

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Which of the following distributions are associated with EVT:

a) Poisson

b) Weibull

c) Fréchet

d) Clayton

e) Gumbel

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Quantitative Financial Risk Management

ISBN: 9781119522201,9781119522263

1st Edition

Authors: Michael B. Miller

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Question Posted: Mar 03, 2024 10:29 AM

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Which of the following distributions are associated with EVT: a) Poisson b) Weibull c) Frchet d) Clayton

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b Weibull c Frche...View the full answer

Quantitative Financial Risk Management

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