La théorie des valeurs extrêmes : présentation et premières applications en finance

François Longin

Journal de la société française de statistique (1995)

  • Volume: 136, Issue: 1, page 77-97
  • ISSN: 1962-5197

How to cite


Longin, François. "La théorie des valeurs extrêmes : présentation et premières applications en finance." Journal de la société française de statistique 136.1 (1995): 77-97. <>.

author = {Longin, François},
journal = {Journal de la société française de statistique},
language = {fre},
number = {1},
pages = {77-97},
publisher = {Société de statistique de Paris},
title = {La théorie des valeurs extrêmes : présentation et premières applications en finance},
url = {},
volume = {136},
year = {1995},

AU - Longin, François
TI - La théorie des valeurs extrêmes : présentation et premières applications en finance
JO - Journal de la société française de statistique
PY - 1995
PB - Société de statistique de Paris
VL - 136
IS - 1
SP - 77
EP - 97
LA - fre
UR -
ER -


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