Extremal forex returns in extremely large data sets

Casper de Vries, MM Dacorogna, UA Müller, OV Pictet

Research output: Contribution to journal › Article › Academic › peer-review

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@article{bae67de4f55e4ca399acca96398cf6a9,

title = "Extremal forex returns in extremely large data sets",

author = "{de Vries}, Casper and MM Dacorogna and UA M{\"u}ller and OV Pictet",

year = "2001",

language = "Undefined/Unknown",

volume = "4",

pages = "105--127",

journal = "Extremes",

issn = "1386-1999",

publisher = "Springer Netherlands",

}