Modelling dependence and tails of financial time series

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Standard

Modelling dependence and tails of financial time series. / Mikosch, Thomas Valentin.

Extreme Values in Finance, Telecommunications and the Environment. Chapman, 2003. p. 185-286.

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Harvard

Mikosch, TV 2003, Modelling dependence and tails of financial time series. in Extreme Values in Finance, Telecommunications and the Environment. Chapman, pp. 185-286.

APA

Mikosch, T. V. (2003). Modelling dependence and tails of financial time series. In Extreme Values in Finance, Telecommunications and the Environment (pp. 185-286). Chapman.

Vancouver

Mikosch TV. Modelling dependence and tails of financial time series. In Extreme Values in Finance, Telecommunications and the Environment. Chapman. 2003. p. 185-286

Author

Mikosch, Thomas Valentin. / Modelling dependence and tails of financial time series. Extreme Values in Finance, Telecommunications and the Environment. Chapman, 2003. pp. 185-286

Bibtex

@inbook{aca55c7074c111dbbee902004c4f4f50,
title = "Modelling dependence and tails of financial time series",
author = "Mikosch, {Thomas Valentin}",
year = "2003",
language = "English",
pages = "185--286",
booktitle = "Extreme Values in Finance, Telecommunications and the Environment",
publisher = "Chapman",

}

RIS

TY - CHAP

T1 - Modelling dependence and tails of financial time series

AU - Mikosch, Thomas Valentin

PY - 2003

Y1 - 2003

M3 - Book chapter

SP - 185

EP - 286

BT - Extreme Values in Finance, Telecommunications and the Environment

PB - Chapman

ER -

ID: 63692