Extreme value theory for GARCH processes

Originalsprog	Engelsk
Titel	Handbook of Financial Time Series
Redaktører	Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch
Udgivelsessted	Berlin, Heidelberg
Forlag	Springer
Publikationsdato	2009
Sider	187-200
ISBN (Trykt)	978-3-540-71296-1
Status	Udgivet - 2009

Citationsformater

@inbook{248875e022c811de9f0a000ea68e967b,

title = "Extreme value theory for GARCH processes",

author = "Mikosch, {Thomas Valentin}",

year = "2009",

language = "English",

isbn = "978-3-540-71296-1",

pages = "187--200",

editor = "Andersen, {Torben G.} and Davis, {Richard A.} and Jens-Peter Kreiss and Thomas Mikosch",

booktitle = "Handbook of Financial Time Series",

publisher = "Springer",

}