Search found 2 matches
- Sat Aug 20, 2016 2:56 pm
- Forum: Programming
- Topic: Extreme Value Theorem - Pareto Distribution
- Replies: 1
- Views: 3315
Re: Extreme Value Theorem - Pareto Distribution
I'm having the same trouble and wondered if you ever received a response to this..?
- Sat Aug 20, 2016 2:18 pm
- Forum: Estimation
- Topic: Calculate VaR and ES based on EVT (Help)
- Replies: 1
- Views: 3939
Re: Calculate VaR and ES based on EVT (Help)
Hi, I know this is quite old but did you ever get a reply to this? I'm in the same predicament..