Pages that link to "Item:Q1644258"

The following pages link to Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258):

Displaying 9 items.

• Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data (Q896586) (← links)
• Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
• Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
• New extreme value theory for maxima of maxima (Q5880089) (← links)
• Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
• Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
• High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
• Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)