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