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subject:"Outliers"
~isPartOf:"Applied economics"
~person:"Božović, Miloš"
~person:"Powell, Robert"
~subject:"ARCH-Modell"
~subject:"Share price"
~subject:"Statistischer Test"
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
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Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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Tail risk in emerging markets of Southeastern Europe
Totić, Selena
;
Božović, Miloš
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1785-1798
Persistent link: https://www.econbiz.de/10011589813
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