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Results for Conditional tail probability
Publications & Outputs
Volatility model selection for extremes of financial time series
Liu, Y. &
Tawn, J. A.
,
03/2013
,
In:
Journal of Statistical Planning and Inference.
143
,
3
,
p. 520-530
11 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review