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subject:"Outliers"
~isPartOf:"Finance and stochastics"
~person:"Fabozzi, Frank J."
~person:"Haan, Laurens de"
~person:"Yang, Fan"
~subject:"Wahrscheinlichkeitsrechnung"
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Search: subject_exact:"Extreme value theory"
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Adapting extreme value statistics to financial time series : dealing with bias and serial dependence
Haan, Laurens de
;
Mercadier, Cécile
;
Chen Zhou
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 321-354
Persistent link: https://www.econbiz.de/10011471063
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