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Modelling short-range temporal dependence within extremes of financial time series

Title
Modelling short-range temporal dependence within extremes of financial time series
Type
Article in International Conference Proceedings Book
Year
2013
Authors
Alexandra Ramos
(Author)
FEP
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Anthony Ledford
(Author)
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Conference proceedings International
Pages: 141-143
Extremes in Vimeiro Today
http://www.ceaul.fc.ul.pt/files/evt2013_bookabst_online.pdf
Scientific classification
FOS: Natural sciences > Mathematics
Other information
Resumo (PT): http://www.ceaul.fc.ul.pt/files/evt2013_bookabst_online.pdf
Language: English
Type (Professor's evaluation): Scientific
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