Pages that link to "Item:Q5373851"
From MaRDI portal
The following pages link to Extreme quantile estimation based on financial time series (Q5373851):
Displaying 10 items.
- Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Estimating financial risk under time-varying extremal return behavior (Q1402427) (← links)
- Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Risk quantification and validation for Bitcoin (Q2661514) (← links)
- Scaling of High-Quantile Estimators (Q3108468) (← links)
- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678) (← links)
- Estimation of Extreme Depth-Based Quantile Regions (Q5381086) (← links)
- Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)