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~isPartOf:"Journal of econometrics"
~person:"Zhang, Zhengjun"
~subject:"Tail index"
~subject:"Zeitreihenanalyse"
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Tail index
Zeitreihenanalyse
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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