RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS
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Publication:4979935
DOI10.1017/S0266466613000133zbMath1290.91194MaRDI QIDQ4979935
Publication date: 20 June 2014
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Statistics of extreme values; tail inference (62G32)
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Cites Work
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