Tail index and quantile estimation with very high frequency data

Journal of Empirical Finance

Volumn 4, Issue 2-3, 1997, Pages 241-257

  Daníelsson, Jón ^a   De Vries, Casper G ^b  

^a UNIVERSITY OF ICELAND   (Iceland)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031161693     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(97)00008-X     Document Type: Conference Paper

References (16)

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