Value-at-risk and extreme returns

Research output: Contribution to journal › Article › Academic

Original language	Undefined/Unknown
Pages (from-to)	239-270
Number of pages	32
Journal	Annales d'economie et de statistique
Volume	60
Publication status	Published - 2000

Research programs

@article{2a3917c915cb4fc198a1e8dbd8ff4643,

title = "Value-at-risk and extreme returns",

author = "\{de Vries\}, Casper and Danielsson, \{J (J{\'o}n)\}",

year = "2000",

language = "Undefined/Unknown",

volume = "60",

pages = "239--270",

journal = "Annales d'economie et de statistique",

issn = "0769-489X",

publisher = "Groupe des ecoles nationales d'economie et statistique",

}