[JAE Logo]

Journal of Applied Econometrics Data Archive




Marco Bee, Debbie J. Dupuis, and Luca Trapin, "Realized Extreme Quantile: A Joint Model for Conditional Quantiles and Measures of Volatility with EVT Refinements", Journal of Applied Econometrics, Vol. 33, No. 3, 2018, pp. 398-415.


Return to JAE Data Archive