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Journal description
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Details for article 3 of 8 found articles
| Title: |
Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits |
| Author: |
Ji, Jingru Wang, Donghua Xu, Dinghai Xu, Chi |
| Appeared in: |
Journal of empirical finance |
| Paging: | Volume 57 () nr. C pages 52-70 |
| Year: |
2020 |
| Contents: | |
| Publisher: |
Elsevier B.V. |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 3 of 8 found articles
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