Jón Daníelsson · 4 obras en el catálogoObrasFinancial risk forecastingEExtreme returns, tail estimation, and value-at-riskExtreme returns, tail estimation, and value-at-riskTThe emperor has no clothesThe emperor has no clothesTTail index and quantile estimation with very high frequency Tail index and quantile estimation with very high frequency data
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