Items where Author is "Rockinger, Michael;"

Poon, Ser-Huang; and Rockinger, Michael; and Tawn, Jonathan (2004) Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications. Review of Financial Studies, 17 (2). pp. 581-610. ISSN 1465-7368

Poon, Ser-Huang; and Rockinger, Michael; and Tawn, Jonathan (2003) Modelling extreme-value dependence in international stock markets. Statistica Sinica, 13. pp. 929-953. ISSN 1017-0405