Modeling dependence and tails of financial time series

Extreme Values in Finance, Telecommunications, and the Environment

Volumn , Issue , 2003, Pages 185-286

  Mikosch, Thomas ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

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EID: 84940499148     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter

References (136)

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