Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348): Difference between revisions
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23 May 2016
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| Property / publication date: 23 May 2016 / rank | |||||||||||||||
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| Property / author: Laurens De Haan / rank | |||||||||||||||
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| Property / author: Cécile Mercadier / rank | |||||||||||||||
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| Property / author: Chen Zhou / rank | |||||||||||||||
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Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (English) | |||||||||||||||
| Property / title: Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1380.62246 / rank | |||||||||||||||
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Revision as of 20:37, 19 June 2023
scientific article
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| English | Adapting extreme value statistics to financial time series: dealing with bias and serial dependence |
scientific article |
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20
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321-354
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6 January 2016
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23 May 2016
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Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (English)
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