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schema:citation
  • Bee, M., Dupuis, D., Trapin, L. (2018). Journal of Applied Econometrics, 33(3), 398-415.
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  • Download (en)
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is schema:dataset of
schema:datePublished
  • 2018
schema:identifier
  • 10.15456/jae.2022326.0708039474
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  • eng
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  • Collection
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  • Realized extreme quantile A joint model for conditional quantiles and measures of volatility with EVT refinements replication data (en)
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schema:version
  • 1.0.0