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Results for tail index.
Publications & Outputs
Modelling extreme-value dependence in international stock markets.
Poon, S.-H., Rockinger, M. &
Tawn, J.
,
2003
,
In:
Statistica Sinica.
13
,
p. 929-953
25 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review