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~subject:"Bivariate extremes"
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Bivariate extremes
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Laurini, Fabrizio
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2003
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Evaluating the extremal index in GARCH processes through double random walk
Laurini, Fabrizio
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Society for Computational Economics - SCE
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2003
Persistent link: https://www.econbiz.de/10005345715
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