I need to study both for my Master's thesis in finance. (Probably, I'll have to apply them on the Value at Risk and Conditional Value at Risk estimation, so, on quantile estimation, loosely speaking; I know they are both used to this purpose). Precisely, what are the differences and the relationships (if any) of these two theories?
2025-01-13 02:06:58.1736734018
What are the differences between large deviations theory & extreme value theory?
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