Tail index and quantile estimation with very high frequency data
Edición de la obra Tail index and quantile estimation with very high frequency data
| Autor | Jón Daníelsson, Casper G. de Vries |
|---|---|
| Editorial | Institute of Economic Studies, University of Iceland |
| Fecha de publicación | 1996 |
| Lugar | Reykjavík, Iceland |
| Idioma | inglés |
| Páginas | 19 |
| OCLC | 36298813 |
| Serie | Institute of Economic Studies working paper series -- W96:05 |
| Número de Cutter | D186t |