Enterprise Risk Management Slides

Extreme Events and Extreme Value Theory (EVT) [10]

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Bullet points include: Unfortunately, CF4 tells you more about the behaviour of the centre of the distribution than it does about behaviour in its extremities. Because most observations are in the middle of the distribution. Fit QQ-plot directly?

Bullet points include: Unfortunately, CF4 tells you more about the behaviour of the centre of the distribution than it does about behaviour in its extremities. Because most observations are in the middle of the distribution. Fit QQ-plot directly?

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