Items where Author is "de Vries, C. G."

Item Type No Grouping

Consistent measures of risk. Danielsson, Jon and Zigrand, Jean-Pierre and Jorgensen, Bjørn N. and Sarma, Mandira and de Vries, C. G.

Using a bootstrap method to choose the sample fraction in tail index estimation. Danielsson, Jon and de Haan, L. and Peng, L. and de Vries, C. G.