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Estimation of the extremal index function in case of asymptotically independent Markov chains and its application to stock market indices

Title
Estimation of the extremal index function in case of asymptotically independent Markov chains and its application to stock market indices
Type
Chapter or Part of a Book
Year
2013
Authors
Alexandra Ramos
(Author)
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Anthony Ledford
(Author)
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Type (Professor's evaluation): Scientific
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