%0 Journal Article %1 deHaan2016Adapting %A de Haan, Laurens %A Mercadier, Cécile %A Zhou, Chen %B Finance and Stochastics %D 2016 %I Springer Berlin Heidelberg %K time-series financial-markets correlations temporal-correlations %N 2 %P 321--354 %R 10.1007/s00780-015-0287-6 %T Adapting extreme value statistics to financial time series: dealing with bias and serial dependence %U http://dx.doi.org/10.1007/s00780-015-0287-6 %V 20

@article{deHaan2016Adapting, added-at = {2019-06-10T14:53:09.000+0200}, author = {de Haan, Laurens and Mercadier, C\'{e}cile and Zhou, Chen}, biburl = {https://www.bibsonomy.org/bibtex/2ac9b97d9e432ab2a8a623afaf7f314ca/nonancourt}, booktitle = {Finance and Stochastics}, citeulike-article-id = {14395683}, citeulike-linkout-0 = {http://dx.doi.org/10.1007/s00780-015-0287-6}, citeulike-linkout-1 = {http://link.springer.com/article/10.1007/s00780-015-0287-6}, doi = {10.1007/s00780-015-0287-6}, interhash = {dc641c20f7f3ac9e09f098c30594b425}, intrahash = {ac9b97d9e432ab2a8a623afaf7f314ca}, keywords = {time-series financial-markets correlations temporal-correlations}, number = 2, pages = {321--354}, posted-at = {2017-07-18 11:07:55}, priority = {2}, publisher = {Springer Berlin Heidelberg}, timestamp = {2019-08-01T16:22:10.000+0200}, title = {{Adapting extreme value statistics to financial time series: dealing with bias and serial dependence}}, url = {http://dx.doi.org/10.1007/s00780-015-0287-6}, volume = 20, year = 2016 }