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Efficient filtering of financial time series and extreme value theory
Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
2004 (English)Report (Other academic)
Place, publisher, year, edition, pages
2004.
Series
Research reports, ISSN 1103-6540 ; 7, 2004
Identifiers
URN: urn:nbn:se:umu:diva-8190OAI: oai:DiVA.org:umu-8190DiVA: diva2:147861
Available from: 2008-01-15 Created: 2008-01-15Bibliographically approved

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Nyström, Kaj

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
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Output format
  • html
  • text
  • asciidoc
  • rtf