Modeling dependence and tails of financial time series

Publikation: Working paper › Forskning

Standard

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

Københavns Universitet : H.C.Ø.-Tryk, 2002. s. 1-75.

Publikation: Working paper › Forskning

Harvard

Mikosch, TV 2002 'Modeling dependence and tails of financial time series' H.C.Ø.-Tryk, Københavns Universitet, s. 1-75.

APA

Mikosch, T. V. (2002). Modeling dependence and tails of financial time series. (s. 1-75). H.C.Ø.-Tryk.

Vancouver

Mikosch TV. Modeling dependence and tails of financial time series. Københavns Universitet: H.C.Ø.-Tryk. 2002, s. 1-75.

Author

Mikosch, Thomas Valentin. / Modeling dependence and tails of financial time series. Københavns Universitet : H.C.Ø.-Tryk, 2002. s. 1-75

Bibtex

@techreport{fcc6df8074c611dbbee902004c4f4f50,
title = "Modeling dependence and tails of financial time series",
author = "Mikosch, {Thomas Valentin}",
year = "2002",
language = "English",
isbn = "87-7834-515-4",
pages = "1--75",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",

}

RIS

TY - UNPB

T1 - Modeling dependence and tails of financial time series

AU - Mikosch, Thomas Valentin

PY - 2002

Y1 - 2002

M3 - Working paper

SN - 87-7834-515-4

SP - 1

EP - 75

BT - Modeling dependence and tails of financial time series

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -

ID: 160439