Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple structural changes in the tail behavior: Evidence from stock index futures returns |
scientific article |
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Multiple structural changes in the tail behavior: Evidence from stock index futures returns (English)
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27 February 2009
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multiple structural changes
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extreme value analysis
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tail-index
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