Pages that link to "Item:Q1003235"
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The following pages link to Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235):
Displaying 4 items.
- What does the tail of the distribution of current stock prices tell us about future economic activity? (Q4687667) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
- Modeling Extreme Events: Time-Varying Extreme Tail Shape (Q6626257) (← links)