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Risk measure
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Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.
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Mikosch, Thomas
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2006
Persistent link: https://www.econbiz.de/10003370444
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Extreme value theory for GARCH processes
Davis, Richard A.
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Mikosch, Thomas
- In:
Handbook of financial time series
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(pp. 187-200)
.
2009
Persistent link: https://www.econbiz.de/10003833941
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