Information Theoretic Ranking of Extreme Value Returns
نویسندگان
چکیده
منابع مشابه
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1 Funds provided by an institutional grant of the Hewlett Foundation to the Center for Applied Economics (CEA) at the DII are greatly acknowledged.
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ژورنال
عنوان ژورنال: Journal of Quantitative Economics
سال: 2020
ISSN: 0971-1554,2364-1045
DOI: 10.1007/s40953-020-00214-y