Poon, S., Rockinger, M., & Tawn, J. (2001). New extreme-value dependence measures and finance applications. CEPR.
Chicago Style (17th ed.) CitationPoon, Ser-Huang, Michael Rockinger, and Jonathan Tawn. New Extreme-value Dependence Measures and Finance Applications. London: CEPR, 2001.
MLA (9th ed.) CitationPoon, Ser-Huang, et al. New Extreme-value Dependence Measures and Finance Applications. CEPR, 2001.
Warning: These citations may not always be 100% accurate.