Type of Publication: Article in Journal

Extreme Conditional Tail Moment Estimation under Serial Dependence

Author(s):
Hoga, Y.
Title of Journal:
Journal of Financial Econometrics
Volume (Publication Date):
17 (2019)
Number of Issue:
4
pages:
587-615
Digital Object Identifier (DOI):
doi:10.1093/jjfinec/nby016
Citation:
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Abstract

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