Casper G. de Vries · 4 obras en el catálogoObrasAAsset market linkages in crisis periodsAsset market linkages in crisis periodsEExtreme returns, tail estimation, and value-at-riskExtreme returns, tail estimation, and value-at-riskTTail index and quantile estimation with very high frequency Tail index and quantile estimation with very high frequency dataIInternational trade and the arbitrage principleInternational trade and the arbitrage principle
EExtreme returns, tail estimation, and value-at-riskExtreme returns, tail estimation, and value-at-risk
TTail index and quantile estimation with very high frequency Tail index and quantile estimation with very high frequency data