The tale of the tail: extreme-value patterns of financial returns
| Year of publication: |
2012
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|---|---|
| Authors: | Corelli, Angelo |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bradford [u.a.] : Emerald, ISSN 1526-5943, ZDB-ID 20888971. - Vol. 13.2012, 5 (2.11.), p. 507-517
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