Portfolio diversification effects and regular variation in financial data

Research output: Contribution to journal › Article › Academic

Original language	Undefined/Unknown
Pages (from-to)	69-82
Number of pages	14
Journal	Allgemeines Statistisches Archiv, Journal of the German Statistical Society
Volume	86
Publication status	Published - 2002

Cite this

@article{8f64d69529774c11b71f6cd140c683b9,

title = "Portfolio diversification effects and regular variation in financial data",

author = "{de Vries}, Casper and Hyung, {N (Namwon)}",

year = "2002",

language = "Undefined/Unknown",

volume = "86",

pages = "69--82",

journal = "Allgemeines Statistisches Archiv, Journal of the German Statistical Society",

issn = "0002-6018",

publisher = "Springer-Verlag",

}

TY - JOUR

T1 - Portfolio diversification effects and regular variation in financial data

AU - de Vries, Casper

AU - Hyung, N (Namwon)

PY - 2002

Y1 - 2002

M3 - Article

SN - 0002-6018

VL - 86

SP - 69

EP - 82

JO - Allgemeines Statistisches Archiv, Journal of the German Statistical Society

JF - Allgemeines Statistisches Archiv, Journal of the German Statistical Society

ER -