Pages that link to "Item:Q135348"
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The following pages link to Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348):
Displaying 22 items.
- Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- ExtremeRisks (Q135352) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
- Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218) (← links)
- Estimation for heavy tailed moving average process (Q4568272) (← links)
- GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
- Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)
- Too Connected to Fail? Inferring Network Ties From Price Co-Movements (Q6634841) (← links)
