Pages that link to "Item:Q1848525"
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The following pages link to Extremal forex returns in extremely large data sets (Q1848525):
Displaying 8 items.
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- A structure for general and specific market risk (Q1424643) (← links)
- Extreme market risk and extreme value theory (Q2227458) (← links)
- On agricultural commodities' extreme price risk (Q2231311) (← links)
- Strategic long-term financial risks: single risk factors (Q2574059) (← links)
- The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
- Agent-based modelling in directional-change intrinsic time (Q4991034) (← links)
- A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)