Modeling daily extreme long-returns (2005)
- Autor:
- Autor USP: MIRANDA, JOSÉ CARLOS SIMON DE - IME
- Unidade: IME
- Subjects: ESTATÍSTICA APLICADA; ANÁLISE DE SÉRIES TEMPORAIS; BOLSA DE VALORES
- Language: Português
- Imprenta:
- Source:
- Título: Proceedings
- Conference titles: Brazilian Conference on Statistical Modelling in Insurance and Finance
-
ABNT
MIRANDA, José Carlos Simon de. Modeling daily extreme long-returns. 2005, Anais.. São Paulo: IME-USP, 2005. . Acesso em: 13 fev. 2026. -
APA
Miranda, J. C. S. de. (2005). Modeling daily extreme long-returns. In Proceedings. São Paulo: IME-USP. -
NLM
Miranda JCS de. Modeling daily extreme long-returns. Proceedings. 2005 ;[citado 2026 fev. 13 ] -
Vancouver
Miranda JCS de. Modeling daily extreme long-returns. Proceedings. 2005 ;[citado 2026 fev. 13 ] - Invariant distribution of a non linear time series with uniform noise
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