Vries, C.G. de

distribution return model value probability market result portfolio estimate exchange table stock equilibrium number index order sample level function theory price journal asset country system measure paper process auction theorem condition player proof analysis estimator dependence lemma currency problem tail index policy statistic variance parameter variable section assumption banking equation example strategy solution volatility estimation period correlation factor proposition effect money bidder point payoff quantile figure method information property moment coefficient economic exchange rates limit regression tailed interest finance application approach equilibria