An edition of Tail index and quantile estimation with very high frequency data (1996)

Tail index and quantile estimation with very high frequency data

by and

Tail index and quantile estimation with very ...
Jón Daníelsson, Casper G. de V ...
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Last edited by MARC Bot
January 15, 2026 | History
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An edition of Tail index and quantile estimation with very high frequency data (1996)

Tail index and quantile estimation with very high frequency data

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Publish Date
Publisher
Institute of Economic Studies, University of Iceland
Language
English
Pages
19

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Subjects

Risk assessment Risk management
Edition Availability
Cover of: Tail index and quantile estimation with very high frequency data
Tail index and quantile estimation with very high frequency data
1996, Institute of Economic Studies, University of Iceland
in English

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Book Details

Edition Notes

"May 1996."

Includes bibliographical references (p. 18-19).

Published in
Reykjavík, Iceland
Series
Institute of Economic Studies working paper series -- W96:05

The Physical Object

Pagination
19 p.
Number of pages
19

Edition Identifiers

Open Library
OL61110992M
OCLC/WorldCat
36298813

Work Identifiers

Work ID
OL44756348W

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