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Within-cluster behaviour of the extremes of stock market indices

Title
Within-cluster behaviour of the extremes of stock market indices
Type
Article in International Conference Proceedings Book
Year
2011
Authors
Alexandra Ramos
(Author)
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Anthony Ledford
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Conference proceedings International
Pages: 97-100
REV - Risk & Extreme Values in Insurance and Finance
Lisboa, 6 a 7 de Junho de 2011
Scientific classification
FOS: Natural sciences > Mathematics
Other information
Language: English
Type (Professor's evaluation): Scientific
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