Tail index and quantile estimation with very high frequency data:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
1996
|
| Series: | Center for Economic Studies <München>: CES Working paper series
116 |
| Subjects: | |
| Physical Description: | 19 S. graph. Darst. |
Staff View
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| id | DE-604.BV011304182 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:07:28Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007592293 |
| oclc_num | 75738737 |
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| physical | 19 S. graph. Darst. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| record_format | marc |
| series | Center for Economic Studies <München>: CES Working paper series |
| series2 | Center for Economic Studies <München>: CES Working paper series |
| spelling | Vries, Casper G. de 1955- Verfasser (DE-588)115392653 aut Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Daníelson Munich 1996 19 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Center for Economic Studies <München>: CES Working paper series 116 Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Schätztheorie (DE-588)4121608-8 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 s Risikoanalyse (DE-588)4137042-9 s Schätztheorie (DE-588)4121608-8 s DE-604 Danielsson, Jón Verfasser aut Center for Economic Studies <München>: CES Working paper series 116 (DE-604)BV004625339 116 |
| spellingShingle | Vries, Casper G. de 1955- Danielsson, Jón Tail index and quantile estimation with very high frequency data Center for Economic Studies <München>: CES Working paper series Kapitalanlage (DE-588)4073213-7 gnd Schätztheorie (DE-588)4121608-8 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| subject_GND | (DE-588)4073213-7 (DE-588)4121608-8 (DE-588)4137042-9 |
| title | Tail index and quantile estimation with very high frequency data |
| title_auth | Tail index and quantile estimation with very high frequency data |
| title_exact_search | Tail index and quantile estimation with very high frequency data |
| title_full | Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Daníelson |
| title_fullStr | Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Daníelson |
| title_full_unstemmed | Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Daníelson |
| title_short | Tail index and quantile estimation with very high frequency data |
| title_sort | tail index and quantile estimation with very high frequency data |
| topic | Kapitalanlage (DE-588)4073213-7 gnd Schätztheorie (DE-588)4121608-8 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| topic_facet | Kapitalanlage Schätztheorie Risikoanalyse |
| volume_link | (DE-604)BV004625339 |
| work_keys_str_mv | AT vriescaspergde tailindexandquantileestimationwithveryhighfrequencydata AT danielssonjon tailindexandquantileestimationwithveryhighfrequencydata |