%0 Journal Article %1 journals/masa/TangW17 %A Tang, Mingyu %A Weller, Grant B. %D 2017 %J Model. Assist. Stat. Appl. %K dblp %N 1 %P 1-14 %T Bivariate tail risk analysis for high-frequency returns via extreme value theory. %U http://dblp.uni-trier.de/db/journals/masa/masa12.html#TangW17 %V 12

@article{journals/masa/TangW17, added-at = {2020-04-16T00:00:00.000+0200}, author = {Tang, Mingyu and Weller, Grant B.}, biburl = {https://www.bibsonomy.org/bibtex/2d3b0a5eecdecd7a624e4ace461663811/dblp}, ee = {https://doi.org/10.3233/MAS-160379}, interhash = {280ec3244b64d4b4ba459ff4f424b782}, intrahash = {d3b0a5eecdecd7a624e4ace461663811}, journal = {Model. Assist. Stat. Appl.}, keywords = {dblp}, number = 1, pages = {1-14}, timestamp = {2020-04-17T12:01:08.000+0200}, title = {Bivariate tail risk analysis for high-frequency returns via extreme value theory.}, url = {http://dblp.uni-trier.de/db/journals/masa/masa12.html#TangW17}, volume = 12, year = 2017 }