Essec\Faculty\Model\Contribution {#6196
  #_index: "academ_contributions"
  #_id: "7695"
  #_source: array:26 [
    "id" => "7695"
    "slug" => "extreme-events-in-finance-handbook-of-extreme-value-theory-and-its-applications"
    "yearMonth" => "2016-10"
    "year" => "2016"
    "title" => "Extreme Events in Finance: Handbook of Extreme Value Theory and Its Applications"
    "description" => "LONGIN, F. [Ed] (2016). <i>Extreme Events in Finance: Handbook of Extreme Value Theory and Its Applications</i>. Wiley, 602 pages."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "LONGIN François"
        "bid" => "B00000328"
        "slug" => "longin-francois"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2021-09-24 10:33:27"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Direction d'ouvrage"
      "en" => "Book editor"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Cet ouvrage collectif traite des événements extrêmes en finance comme les krachs boursiers. Il présente la théorie des valeurs extrêmes qui permet d’estimer la distribution statistique des plus fortes variations de prix des actifs financiers. Il présente aussi les applications de cette théorie en finance dans les domaines de la gestion des risques et de la gestion d’actifs. L’ouvrage contient des contributions scientifiques en statistiques et en finance ainsi que des témoignages de professionnels."
      "en" => "This handbook deals with extreme events in finance such as stock market crashes. It presents extreme value theory which allows one to estimate the statistical distribution of the largest variation of asset prices. It also presents application of the theory to finance in the fields of risk management and asset management. This handbook contains academic contributions in statistics and finance and also testimonies from practitioners."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-04-19T09:22:05.000Z"
    "docTitle" => "Extreme Events in Finance: Handbook of Extreme Value Theory and Its Applications"
    "docSurtitle" => "Direction d'ouvrage"
    "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">2016</span>"
    "keywordList" => ""
    "docPreview" => "<b>Extreme Events in Finance: Handbook of Extreme Value Theory and Its Applications</b><br><span>2016-10 | Direction d'ouvrage </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Extreme Events in Finance: Handbook of Extreme Value Theory and Its Applications</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 9.070925
  +"parent": null
}