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Modelling Extremal Events for Insurance and Finance
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| | JEL Classification N2
"Financial Markets and Institutions"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the N2 classification. (sorted by date) Empirical Evidence on Volatility Estimators
by Joăo Duque of the Universidade Técnica de Lisboa, and
Dean A. Paxson of the University of Manchester
(138K PDF) -- 38 pages -- May 1997
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