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isPartOf:"Discussion paper"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Chavez-Demoulin, Valérie"
~source:"econis"
~subject:"Prognoseverfahren"
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Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
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