Pages that link to "Item:Q5138617"
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The following pages link to Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617):
Displaying 5 items.
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Dynamic generalized extreme value modeling via particle filters (Q4638827) (← links)
- Bayesian Methods in Extreme Value Modelling: A Review and New Developments (Q4891284) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
- Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)