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~isPartOf:"Working paper"
~person:"Dijk, Herman K. van"
~person:"Gerlach, Richard"
~person:"Račev, Svetlozar T."
~subject:"Statistical distribution"
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TWO-COMPONENT EXTREME VALUE DI...
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Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
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2011
Persistent link: https://www.econbiz.de/10009011936
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