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
Pages187-205
ISBN (Print)189933274X, 9781899332748
Publication statusPublished - 2000

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