Estimating generalized state density of near-extreme events and its applications in analyzing stock data
Jin-Guan Lin, Chao Huang, Qing-Yun Zhuang, Li-Ping ZhuVolume:
47
Year:
2010
Language:
english
Pages:
8
DOI:
10.1016/j.insmatheco.2010.03.004
File:
PDF, 433 KB
english, 2010