Tail index and quantile estimation with very high frequency data
| Year of publication: |
1997
|
|---|---|
| Authors: | Danielsson, J. ; Vries, C.G.de |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 4.1997, 2-3, p. 241-258
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