Extreme returns, tail estimation, and value-at-risk
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Author
Publication
1997 - Institute of Economic Studies, University of Iceland, Reykjavík, Iceland, Iceland
Language
English
Word Count
6,750 words, Guess
Page Count
27 pages
Identifiers
- Open LibraryOL59377168M
- OCLC Control Number38265055
Subjects
Series Statement
- Institute of Economic Studies working paper series -- W97:05
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