"Bivariate tail risk analysis for high-frequency returns via extreme value ..."

Mingyu Tang, Grant B. Weller (2017)

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DOI: 10.3233/MAS-160379

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type: Journal Article

metadata version: 2020-04-16

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Mingyu Tang, Grant B. Weller:
Bivariate tail risk analysis for high-frequency returns via extreme value theory. Model. Assist. Stat. Appl. 12(1): 1-14 (2017)

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