"Generalized extreme value distribution for fitting opening/closing asset ..."

Catherine Combes, Alain Dussauchoy (2006)

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DOI: 10.1007/BF02941135

access: closed

type: Journal Article

metadata version: 2020-07-09

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Catherine Combes, Alain Dussauchoy:
Generalized extreme value distribution for fitting opening/closing asset prices and returns in stock-exchange. Oper. Res. 6(1): 3-26 (2006)

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