Figure 3
- uploaded by
Alexandre Canavezes
Content may be subject to copyright.
Download
View publication
Copy reference
Copy caption
Embed figure
The shape parameter xi as a function of exceedances for relative movements of S&P 500 Index, June 1968–January 2008.
Source publication
+3
Stress-Testing in Asset and Liability Management: A Coherent Approach, Asset-Liability Management for Financial Institutions: Balancing Financial Stability with Strategic Objectives - QFINANCE, Bloomsbury Publishing Plc, London
Chapter
Full-text available
May 2012
Mario Schlener
Alexandre Canavezes
Get access to 30 million figures
Join ResearchGate to access over 30 million figures and 160+ million publications – all in one place.
Join for free
or
Discover by subject area
Recruit researchers
Join for free
Login
Email
Tip:
Most researchers use their institutional email address as their ResearchGate login
Password
Forgot password?
Keep me logged in
Log in
or
Continue with Google
Welcome back! Please log in.
Email
· Hint
Tip:
Most researchers use their institutional email address as their ResearchGate login
Password
Forgot password?
Keep me logged in
Log in
or
Continue with Google
No account?
Sign up