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Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan - In: The review of financial studies 17 (2013) 2, pp. 581-580
Persistent link: https://www.econbiz.de/10010114479
Cover Image
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
Poon, Ser-Huang - In: The review of financial studies 17 (2004) 2, pp. 581
Persistent link: https://www.econbiz.de/10007028576