Pages that link to "Item:Q3615082"
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The following pages link to Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082):
Displaying 5 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)