Extreme Dependence in Asset Markets Around the Globe

TD (Thijs) Markwat

Research output: Types of ThesisDoctoral ThesisInternal

Original languageEnglish
Awarding Institution
  • Erasmus University Rotterdam
Supervisors/Advisors
  • van Dijk, Dick, Supervisor
  • de Vries, Casper, Doctoral committee member
  • Patton, AJ, Doctoral committee member, External person
  • van Dijk, Mathijs, Doctoral committee member
  • Kole, Erik, Co-supervisor
Award date17 Mar 2011
Place of PublicationRotterdam
Print ISBNs9789058922700
Publication statusPublished - 17 Mar 2011

Research programs

  • EUR ESE 31
  • EUR ESE 33

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