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"Extreme quantile estimation based on financial time series."

Santanu Dutta, Suparna Biswas (2017)

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DOI: 10.1080/03610918.2015.1112908

access: closed

type: Journal Article

metadata version: 2023-06-26

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Santanu Dutta, Suparna Biswas:
Extreme quantile estimation based on financial time series. Commun. Stat. Simul. Comput. 46(6): 4226-4243 (2017)

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