Narrow search
Showing 1 - 3 of 3
Cover Image
Der Kampf um den Markt : technische Konvergenz, institutionelle Heterogenität und die Entwicklung von Märkten in der technischen Kommunikation
Werle, Raymund; Müller, Ulrich - In: Die politische Konstitution von Märkten, (pp. 264-285). 2000
Persistent link: https://www.econbiz.de/10001569267
Cover Image
Multivariate extremes, aggregation and risk estimation
Dacorogna, Michel; Hauksson, Höskuldur Ari; Domenig, Thomas - Center for Nonlinear Dynamics in Economics and Finance … - 2001
We briefly introduce some basic facts about multivariate extreme value theory and present some new results regarding finite aggregates and multivariate extreme value distributions. Based on our results high frequency data can considerably improve quality of estimates of extreme movements in...
Persistent link: https://www.econbiz.de/10005581907