Work

Extreme financial returns and their comovements

Year: 1998

Type: dissertation

Source: EUR Research Repository (Erasmus University Rotterdam)

Author: Stefan Straetmans

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2741467573

Cites:

Cited by: 40

Related to: 10