Home > Authors > Jón Daníelsson > Tail index and quantile estimation with very high frequency data
Tail index and quantile estimation with very high frequency data
Recent activity
Rate this book to see your activity here.
4 Books Similar to Tail index and quantile estimation with very high frequency data by Jón Daníelsson
Bookscovery readers who liked Tail index and quantile estimation with very high frequency data also like
Extreme returns, tail estimation, and value-at-risk, Financial risk forecasting and The emperor has no clothes.
How many of these have you read?
Comments and reviews of Tail index and quantile estimation with very high frequency data
Please sign in to leave a comment