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Ergun, Lerby M. (2016) Disaster and fortune risk in asset returns. Systemic Risk Centre Discussion Papers (59). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Danielsson, Jon, Ergun, Lerby M., Haan, Laurens de and Vries, Casper G. de (2016) Tail index estimation: quantile driven threshold selection. Systemic Risk Centre Discussion Papers (58). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.