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Dampened power law : reconciling the tail behavior of financial security returns
Wu, Liuren - In: The journal of business : B 79 (2006) 3, pp. 1445-1475
Persistent link: https://www.econbiz.de/10003337016
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An extreme value approach to estimating volatility and value at risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
Cover Image
Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
Wu, Liuren - In: The journal of business : B 79 (2006) 3, pp. 1445-1474
Persistent link: https://www.econbiz.de/10007261375
Cover Image
An Extreme Value Approach to Estimating Volatility and Value at Risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10006029822