Author/Creator: Dupuis, Debbie J. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Dupuis, Debbie J.

1. Causal mechanism of extreme river discharges in the upper Danube basin network. Issue 4 (23rd May 2020)

Authors:: Mhalla, Linda; Chavez‐Demoulin, Valérie; Dupuis, Debbie J.
Journal:: Journal of the Royal Statistical Society
Issue:: Volume 69:Issue 4(2020)
Page Start:: 741
Record Type:: Journal Article
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2. Causal Mechanism of Extreme River Discharges in the Upper Danube Basin Network. Issue 4 (23rd May 2020)

Authors:: Mhalla, Linda; Chavez-Demoulin, Valérie; Dupuis, Debbie J.
Journal:: Journal of the Royal Statistical Society
Issue:: Volume 69:Issue 4(2020)
Page Start:: 741
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements. (11th January 2018)

Authors:: Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
Journal:: Journal of applied econometrics
Issue:: Volume 33:Number 3(2018)
Page Start:: 398
Record Type:: Journal Article
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4. Robust Conditional Variance and Value-at-Risk Estimation. (11th August 2014)

Authors:: Dupuis, Debbie J.; Papageorgiou, Nicolas; Rémillard, Bruno
Journal:: Journal of financial econometrics
Issue:: Volume 13:Number 4(2015:Autumn)
Page Start:: 896
Record Type:: Journal Article
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5. US stock returns: are there seasons of excesses?. Issue 9 (1st September 2016)

Authors:: Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
Journal:: Quantitative finance
Issue:: Volume 16:Issue 9(2016)
Page Start:: 1453
Record Type:: Journal Article
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