Tail index and quantile estimation with very high frequency data
Casper G. de Vries; Jón Daníelson
| Year of publication: |
1996
|
|---|---|
| Authors: | Vries, Casper G. de |
| Other Persons: | Daníelson, Jón (contributor) ; Daníelsson, Jón (contributor) |
| Publisher: |
Munich : CES |
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Schätztheorie | Estimation theory |
| Extent: | 19 S. graph. Darst. |
|---|---|
| Series: | Working paper series / Universität München, Center for Economic Studies. - München, ZDB-ID 1140594-6. - Vol. 116 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013408100