Correlation structure of extreme stock returns
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Publication:4646479
DOI10.1080/713665669zbMath1405.91732arXivcond-mat/0006034OpenAlexW3121458201MaRDI QIDQ4646479
Marc Potters, Jean-Philippe Bouchaud, Pierre Cizeau
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0006034
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
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