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Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach Author info | Abstract | Publisher info | Download info | Related research | Statistics McNeil, Alexander J.
Frey, Rudiger
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Article provided by Elsevier in its journal Journal of Empirical Finance .
Volume (Year): 7 (2000)
Issue (Month): 3-4 (November)
Pages: 271-300
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Handle: RePEc:eee:empfin:v:7:y:2000:i:3-4:p:271-300Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin
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