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Casper G. de Vries | lit.salon

Author

Casper G. de Vries

CG

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4 works

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International trade and the arbitrage principle1989
Tail index and quantile estimation with very high frequency data1996
With Jón Daníelsson
Extreme returns, tail estimation, and value-at-risk1997
With Jón Daníelsson
Asset market linkages in crisis periods2001
With Philipp Hartmann, Stefan Straetmans, European Central Bank

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Extreme returns, tail estimation, and value-at-risk1997
With Jón Daníelsson
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Tail index and quantile estimation with very high frequency data1996
With Jón Daníelsson
1 edition
shelves
0
reviews
0
lists
0
quotes
0
International trade and the arbitrage principle1989
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Asset market linkages in crisis periods2001
With Philipp Hartmann, Stefan Straetmans, European Central Bank
1 edition
shelves
0
reviews
0
lists
0
quotes
0

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