Extremal forex returns in extremely large data sets
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Publication:1848525
DOI10.1023/A:1013917009089zbMath1008.62054OpenAlexW1767956281MaRDI QIDQ1848525
Casper C. de Vries, Olivier V. Pictet, Michel M. Dacorogna, Ulrich A. Müller
Publication date: 21 November 2002
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1013917009089
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)
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