CESifo Research Network Fellow
Jon Danielsson
-
London School of Economics and Political Science
-
Department of Finance
-
Houghton Street, WC2A 2AE, London, United Kingdom
- WWW
- Website
Affiliated Research Network Area
CESifo Working Papers
Tail Index and Quantile Estimation with Very High Frequency Data
Casper De Vries, Jon Danielsson
CES, Munich, 1996
CES Working Paper No. 116
CES, Munich, 1996
CES Working Paper No. 116