Pages that link to "Item:Q5093948"
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The following pages link to Testing for changes in (extreme) VaR (Q5093948):
Displaying 9 items.
- Monitoring multivariate time series (Q511999) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Testing for changing volatility (Q5084375) (← links)
- (Q5324635) (← links)
- Trends in Extreme Value Indices (Q6040686) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Modeling Extreme Events: Time-Varying Extreme Tail Shape (Q6626257) (← links)
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)