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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