%0 Journal Article %1 Bacry2006 %A Bacry, Emmanuel %A Kozhemyak, Alexey %A Muzy, Jean-Francois %D 2006 %J Physica A: Statistical Mechanics and its Applications %K Extreme statistics value %N 1 %P 119--126 %T Are asset return tail estimations related to volatility long-range correlations? %U http://www.sciencedirect.com/science/article/B6TVG-4JXY1S0-8/1/69769a92ec4119c496943a5b8764c5c9 %V 370

@article{Bacry2006, added-at = {2008-04-22T10:36:30.000+0200}, author = {Bacry, Emmanuel and Kozhemyak, Alexey and Muzy, Jean-Fran\c{c}ois}, biburl = {https://www.bibsonomy.org/bibtex/281ac33e3368d447b71f5b08ca53e6c2d/smicha}, day = 01, description = {Physica A}, interhash = {3927a632144633a1046103982d8e87bf}, intrahash = {81ac33e3368d447b71f5b08ca53e6c2d}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Extreme statistics value}, month = Oct, number = 1, pages = {119--126}, timestamp = {2008-04-22T10:39:09.000+0200}, title = {Are asset return tail estimations related to volatility long-range correlations?}, url = {http://www.sciencedirect.com/science/article/B6TVG-4JXY1S0-8/1/69769a92ec4119c496943a5b8764c5c9}, volume = 370, year = 2006 }