Extreme returns in asset prices

S Caserta, RD Reiss, M Thomas, Casper de Vries

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Statistical analysis of extreme values
Editors	R. Reiss, M. Thomas
Place of Publication	Basel
Publisher	Birkhäuser Verlag (De Gruyter)
Pages	309-338
Number of pages	30
ISBN (Print)	0817657681
Publication status	Published - 2001

Research programs

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title = "Extreme returns in asset prices",

author = "S Caserta and RD Reiss and M Thomas and {de Vries}, Casper",

year = "2001",

language = "Undefined/Unknown",

isbn = "0817657681",

pages = "309--338",

editor = "R. Reiss and M. Thomas",

booktitle = "Statistical analysis of extreme values",

publisher = "Birkh{\"a}user Verlag (De Gruyter)",

address = "Spain",

}