Items where Author is "Vries, Casper"

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Vries, Casper (1998) Beyond the sample: extreme quantile and probability estimation. Financial Markets Group Discussion Papers (298). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Vries, Casper (1997) Value-at-risk and extreme returns. Financial Markets Group Discussion Papers (273). Financial Markets Group, The London School of Economics and Political Science, London, UK.