Estimating generalized state density of near-extreme events and its applications in analyzing stock data
| Year of publication: |
2010
|
|---|---|
| Authors: | Lin, Jin-Guan ; Huang, Chao ; Zhuang, Qing-Yun ; Zhu, Li-Ping |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 47.2010, 1, p. 13-21
|