Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
| Year of publication: |
2013
|
|---|---|
| Authors: | Poon, Ser-Huang ; Rockinger, Michael ; Tawn, Jonathan |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 17.2013, 2 (8.5.), p. 581-580
|