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person:"Vries, Casper G. de"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~person:"Brunnermeier, Markus Konrad"
~person:"Caporin, Massimiliano"
~person:"Kit, Pong Wong"
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Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
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Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980742
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