Modelling dependence and tails of financial time series
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
Modelling dependence and tails of financial time series. / Mikosch, Thomas Valentin.
Extreme Values in Finance, Telecommunications and the Environment. Chapman, 2003. s. 185-286.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Mikosch, TV 2003, Modelling dependence and tails of financial time series. i Extreme Values in Finance, Telecommunications and the Environment. Chapman, s. 185-286.
APA
Mikosch, T. V. (2003). Modelling dependence and tails of financial time series. I Extreme Values in Finance, Telecommunications and the Environment (s. 185-286). Chapman.
Vancouver
Mikosch TV. Modelling dependence and tails of financial time series. I Extreme Values in Finance, Telecommunications and the Environment. Chapman. 2003. s. 185-286
Author
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