C
Casper G. de Vries
4 works on record
Works
Extreme returns, tail estimation, and value-at-risk
Extreme returns, tail estimation, and value-at-risk
Asset market linkages in crisis periods
Asset market linkages in crisis periods
Tail index and quantile estimation with very high frequency data
Tail index and quantile estimation with very high frequency data
International trade and the arbitrage principle
International trade and the arbitrage principle