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Handbook of financial time series
Andersen, Torben
(
ed.
);
Davis, Richard A.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003494231
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Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
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