Pages that link to "Item:Q6108353"
From MaRDI portal
The following pages link to Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353):
Displaying 4 items.
- Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- (Q4996487) (← links)
- Modified Greenwood statistic and its application for statistical testing (Q6591513) (← links)