Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
Crossref DOI link: https://doi.org/10.1007/s00780-015-0287-6
Published Online: 2016-01-06
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
de Haan, Laurens
Mercadier, Cécile
Zhou, Chen
License valid from 2016-01-06