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1 Ergebnisse
1
Extreme value theory versus traditional GARCH approaches ap..:
Furió, Dolores
;
Climent, Francisco J.
Quantitative Finance. 13 (2013) 1 - p. 45-63 , 2013
Link:
https://doi.org/10.1080/14697688.2012.696679
RT Journal T1
Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_14697688.2012.696679&Exemplar=1&LAN=DE A1 Furió, Dolores A1 Climent, Francisco J. PB Informa UK Limited YR 2013 SN 1469-7688 SN 1469-7696 JF Quantitative Finance VO 13 IS 1 SP 45 OP 63 LK http://dx.doi.org/https://doi.org/10.1080/14697688.2012.696679 DO https://doi.org/10.1080/14697688.2012.696679 SF ELIB - SuUB Bremen
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