| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 241-258 |
| Number of pages | 28 |
| Journal | Journal of Empirical Finance |
| Volume | 4 |
| Issue number | 2/3 |
| Publication status | Published - 1997 |
| Externally published | Yes |
Tail index and quantile estimation with very high frequency data
Casper de Vries, J Danielson
Research output: Contribution to journal › Article › Academic › peer-review
158
Citations
(Scopus)