Pages that link to "Item:Q1747435"
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The following pages link to Marked point process adjusted tail dependence analysis for high-frequency financial data (Q1747435):
Displaying 6 items.
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Mark to market value at risk (Q1739653) (← links)
- (Q2940155) (← links)
- Modelling Financial High Frequency Data Using Point Processes (Q3646988) (← links)
- Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling (Q5407023) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)