Extremes of stochastic volatility models

Original language	English
Title of host publication	Handbook of Financial Time Series
Editors	Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch
Place of Publication	Berlin, Heidelberg
Publisher	Springer
Publication date	2009
Pages	355-364
ISBN (Print)	978-3-540-71296-1
Publication status	Published - 2009

Cite this

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title = "Extremes of stochastic volatility models",

author = "Mikosch, {Thomas Valentin} and Davis, {Richard A.}",

year = "2009",

language = "English",

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

pages = "355--364",

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

booktitle = "Handbook of Financial Time Series",

publisher = "Springer",

}

TY - ENCYC

T1 - Extremes of stochastic volatility models

AU - Mikosch, Thomas Valentin

AU - Davis, Richard A.

PY - 2009

Y1 - 2009

M3 - Encyclopedia chapter

SN - 978-3-540-71296-1

SP - 355

EP - 364

BT - Handbook of Financial Time Series

A2 - Andersen, Torben G.

A2 - Davis, Richard A.

A2 - Kreiss, Jens-Peter

A2 - Mikosch, Thomas

PB - Springer

CY - Berlin, Heidelberg

ER -