Extremal Spillovers in Equity Markets

S.T.M. Straetmans

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationExtremes and Integrated Risk Management
EditorsP. Embrechts
Place of PublicationLondon, UK
PublisherRISK Books
ISBN (Print)189933274X, 9781899332748
Publication statusPublished - 2000

Cite this

Straetmans, S. T. M. (2000). Extremal Spillovers in Equity Markets. In P. Embrechts (Ed.), Extremes and Integrated Risk Management (pp. 187-205). London, UK: RISK Books.