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- W1479875875 abstract "The paper studies Swedish stock series using extreme-value theoretical approaches. In a univariate setting support is found for the Frechet family of distributions for minima and maxima. Pairs of return series are found to be asymptotically independent throughout. The results render support for joint modelling based on flexible moment specifications or, e.g., copulas." @default.
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- W1479875875 date "2003-01-01" @default.
- W1479875875 modified "2023-09-27" @default.
- W1479875875 title "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns" @default.
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- W1479875875 doi "https://doi.org/10.2139/ssrn.357882" @default.
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