TY  - JOUR
TI  - Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
AU  - Alexander J. McNeil
AU  - Rüdiger Frey
JO  - Journal of Empirical Finance
PY  - 2000
VL  - 7
IS  - 3-4
DO  - 10.1016/s0927-5398(00)00012-8
UR  - https://doi.org/10.1016/s0927-5398(00)00012-8
ER  -