Vries, C. G. d., & Danielsson, J. (1996). Tail index and quantile estimation with very high frequency data.
Chicago Style (17th ed.) CitationVries, Casper G. de, and Jón Danielsson. Tail Index and Quantile Estimation with Very High Frequency Data. Munich, 1996.
MLA (9th ed.) CitationVries, Casper G. de, and Jón Danielsson. Tail Index and Quantile Estimation with Very High Frequency Data. 1996.
Warning: These citations may not always be 100% accurate.