Author:
Borak Szymon,Härdle Wolfgang,Weron Rafał
Reference35 articles.
1. Bouchaud, J.-P. and Potters, M. (2000). Theory of Financial Risk, Cambridge University Press, Cambridge.
2. Carr, P., Geman, H., Madan, D. B., and Yor, M. (2002). The fine structure of asset returns: an empirical investigation, Journal of Business 75: 305–332.
3. Chambers, J. M., Mallows, C. L., and Stuck, B. W. (1976). A method for simulating stable random variables, Journal of the American Statistical Association 71: 340–344.
4. D'Agostino, R. B. and Stephens, M. A. (1986). Goodness-of-Fit Techniques, Marcel Dekker, New York.
5. Embrechts, P., Kluppelberg, C., and Mikosch, T. (1997). Modelling Extremal Events for Insurance and Finance, Springer.
Cited by
63 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献