New extreme-value dependence measures and finance applications:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London
CEPR
2001
|
| Series: | Centre for Economic Policy Research <London>: Discussion paper series
2762 : Financial economics |
| Subjects: | |
| Physical Description: | 24, [5] S. graph. Darst. |
Staff View
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Record in the Search Index
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| id | DE-604.BV013745964 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:52:50Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009396886 |
| oclc_num | 47041262 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-521 |
| owner_facet | DE-473 DE-BY-UBG DE-521 |
| physical | 24, [5] S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | CEPR |
| record_format | marc |
| series | Centre for Economic Policy Research <London>: Discussion paper series |
| series2 | Centre for Economic Policy Research <London>: Discussion paper series |
| spelling | Poon, Ser-Huang Verfasser (DE-588)130212318 aut New extreme-value dependence measures and finance applications Ser-Huang Poon ; Michael Rockinger ; Jonathan Tawn New extreme value dependence measures and finance applications London CEPR 2001 24, [5] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Centre for Economic Policy Research <London>: Discussion paper series 2762 : Financial economics Mathematisches Modell Investment analysis Stocks Prices Mathematical models Rockinger, Michael Verfasser aut Tawn, Jonathan Verfasser aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research <London>: Discussion paper series 2762 : Financial economics (DE-604)BV023545932 2762 |
| spellingShingle | Poon, Ser-Huang Rockinger, Michael Tawn, Jonathan New extreme-value dependence measures and finance applications Centre for Economic Policy Research <London>: Discussion paper series Mathematisches Modell Investment analysis Stocks Prices Mathematical models |
| title | New extreme-value dependence measures and finance applications |
| title_alt | New extreme value dependence measures and finance applications |
| title_auth | New extreme-value dependence measures and finance applications |
| title_exact_search | New extreme-value dependence measures and finance applications |
| title_full | New extreme-value dependence measures and finance applications Ser-Huang Poon ; Michael Rockinger ; Jonathan Tawn |
| title_fullStr | New extreme-value dependence measures and finance applications Ser-Huang Poon ; Michael Rockinger ; Jonathan Tawn |
| title_full_unstemmed | New extreme-value dependence measures and finance applications Ser-Huang Poon ; Michael Rockinger ; Jonathan Tawn |
| title_short | New extreme-value dependence measures and finance applications |
| title_sort | new extreme value dependence measures and finance applications |
| topic | Mathematisches Modell Investment analysis Stocks Prices Mathematical models |
| topic_facet | Mathematisches Modell Investment analysis Stocks Prices Mathematical models |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT poonserhuang newextremevaluedependencemeasuresandfinanceapplications AT rockingermichael newextremevaluedependencemeasuresandfinanceapplications AT tawnjonathan newextremevaluedependencemeasuresandfinanceapplications |