Essec\Faculty\Model\Contribution {#2233
  #_index: "academ_contributions"
  #_id: "1189"
  #_source: array:26 [
    "id" => "1189"
    "slug" => "extreme-value-theory-issues-for-the-new-millenium"
    "yearMonth" => "2000-01"
    "year" => "2000"
    "title" => "Extreme Value Theory: Issues for the New Millenium"
    "description" => "LONGIN, F. (2000). Extreme Value Theory: Issues for the New Millenium. <i>Journal of Derivatives and Hedge Funds</i>, pp. 230-237."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "LONGIN François"
        "bid" => "B00000328"
        "slug" => "longin-francois"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "230-237"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Cet article présente la théorie des valeurs extrêmes et son application au marché des capitaux américains. Les mouvements extrêmes en finance, tels que les krachs boursiers, les effondrements des marchés obligataires, les crises de change ou autres crises financières intéressent particulièrement les investisseurs, les entreprises et les institutions financières. La théorie des valeurs extrêmes ajoute un point de vue quantitatif à ces événements rares mais importants."
      "en" => "This paper presents the extreme value theory and an application to the US equity market. Extreme events in finance such as stock market crashes, bond market collapses, foreign exchange breakdowns and other financial crises are of great interest for investors, corporate and financial institutions, and regulators. The extreme value theory brings a quantitative point of view of these rare but important events."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-21T08:21:48.000Z"
    "docTitle" => "Extreme Value Theory: Issues for the New Millenium"
    "docSurtitle" => "Articles"
    "authorNames" => "<a href="/cv/longin-francois">LONGIN François</a>"
    "docDescription" => "<span class="document-property-authors">LONGIN François</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2000</span>"
    "keywordList" => ""
    "docPreview" => "<b>Extreme Value Theory: Issues for the New Millenium</b><br><span>2000-01 | Articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Extreme Value Theory: Issues for the New Millenium</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 9.194345
  +"parent": null
}