Pages that link to "Item:Q2511798"
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The following pages link to Modeling multivariate extreme events using self-exciting point processes (Q2511798):
Displaying 7 items.
- A generalized linear model for multivariate events (Q2043167) (← links)
- Modeling extreme negative returns using marked renewal Hawkes processes (Q2283055) (← links)
- Simultaneous multivariate Hawkes-type point processes and their application to financial markets (Q2329858) (← links)
- A regime switching skew-normal model of contagion (Q2697018) (← links)
- (Q5011451) (← links)
- Joint tests of contagion with applications (Q5234306) (← links)
- Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models (Q6581588) (← links)