Tail index and quantile estimation with very high frequency data:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
Univ., Center for Economic Studies
1996
|
| Schriftenreihe: | CES working paper series
116 |
| Schlagworte: | |
| Beschreibung: | 19 S. |
Internformat
MARC
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| 100 | 1 | |a DeVries, Casper G. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Tail index and quantile estimation with very high frequency data |c Casper G. de Vries ; Jón Danielsson |
| 264 | 1 | |a Munich |b Univ., Center for Economic Studies |c 1996 | |
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Datensatz im Suchindex
| _version_ | 1804140462548713472 |
|---|---|
| any_adam_object | |
| author | DeVries, Casper G. Danielsson, Jón |
| author_facet | DeVries, Casper G. Danielsson, Jón |
| author_role | aut aut |
| author_sort | DeVries, Casper G. |
| author_variant | c g d cg cgd j d jd |
| building | Verbundindex |
| bvnumber | BV024474371 |
| ctrlnum | (OCoLC)75738737 (DE-599)BVBBV024474371 |
| format | Book |
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| id | DE-604.BV024474371 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:00:22Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018450209 |
| oclc_num | 75738737 |
| open_access_boolean | |
| owner | DE-83 |
| owner_facet | DE-83 |
| physical | 19 S. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Univ., Center for Economic Studies |
| record_format | marc |
| series2 | CES working paper series |
| spelling | DeVries, Casper G. Verfasser aut Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Danielsson Munich Univ., Center for Economic Studies 1996 19 S. txt rdacontent n rdamedia nc rdacarrier CES working paper series 116 Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Schätztheorie (DE-588)4121608-8 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 | DeVries, Casper G. Danielsson, Jón Tail index and quantile estimation with very high frequency data Risikoanalyse (DE-588)4137042-9 gnd Kapitalanlage (DE-588)4073213-7 gnd Schätztheorie (DE-588)4121608-8 gnd |
| subject_GND | (DE-588)4137042-9 (DE-588)4073213-7 (DE-588)4121608-8 |
| 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 Danielsson |
| title_fullStr | Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Danielsson |
| title_full_unstemmed | Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Danielsson |
| 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 | Risikoanalyse (DE-588)4137042-9 gnd Kapitalanlage (DE-588)4073213-7 gnd Schätztheorie (DE-588)4121608-8 gnd |
| topic_facet | Risikoanalyse Kapitalanlage Schätztheorie |
| volume_link | (DE-604)BV004625339 |
| work_keys_str_mv | AT devriescasperg tailindexandquantileestimationwithveryhighfrequencydata AT danielssonjon tailindexandquantileestimationwithveryhighfrequencydata |