Pages that link to "Item:Q1402427"
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The following pages link to Estimating financial risk under time-varying extremal return behavior (Q1402427):
Displaying 5 items.
- The dynamic power law model (Q482073) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Extreme quantile estimation based on financial time series (Q5373851) (← links)
- Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory (Q5452737) (← links)