Tail index and quantile estimation with very high frequency data

Casper de Vries, J Danielson

Research output: Contribution to journalArticleAcademicpeer-review

158 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)241-258
Number of pages28
JournalJournal of Empirical Finance
Volume4
Issue number2/3
Publication statusPublished - 1997
Externally publishedYes

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