Abnormal returns, risk, and options in large data sets (Q4259387)
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scientific article; zbMATH DE number 1327199
Language | Label | Description | Also known as |
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English | Abnormal returns, risk, and options in large data sets |
scientific article; zbMATH DE number 1327199 |
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Abnormal returns, risk, and options in large data sets (English)
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9 November 1999
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extreme value theory
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tail estimation
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high frequency data
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exotic options
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semiparametric estimates
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