%0 Journal Article %1 McNeil2000 %A McNeil, Alexander J. %A Frey, Rüdiger %D 2000 %J Journal of Empirical Finance %K Risk measures %N 3-4 %P 271--300 %T Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach %U http://www.sciencedirect.com/science/article/B6VFG-41T18WW-3/1/d8c9db2b464a4986bbe7c9b6c34831c7 %V 7

@article{McNeil2000, added-at = {2008-04-23T22:05:04.000+0200}, author = {McNeil, Alexander J. and Frey, R{\"u}diger}, biburl = {https://www.bibsonomy.org/bibtex/207650cc85b5333e1389552a2a4b2a7d8/smicha}, interhash = {0504eacfee81da64dc8bda11ae5d9d35}, intrahash = {07650cc85b5333e1389552a2a4b2a7d8}, journal = {Journal of Empirical Finance}, keywords = {Risk measures}, month = Nov, number = {3-4}, pages = {271--300}, timestamp = {2008-04-23T22:20:25.000+0200}, title = {Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach}, url = {http://www.sciencedirect.com/science/article/B6VFG-41T18WW-3/1/d8c9db2b464a4986bbe7c9b6c34831c7}, volume = 7, year = 2000 }