Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235)
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scientific article; zbMATH DE number 5520165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple structural changes in the tail behavior: Evidence from stock index futures returns |
scientific article; zbMATH DE number 5520165 |
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Multiple structural changes in the tail behavior: Evidence from stock index futures returns (English)
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27 February 2009
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multiple structural changes
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extreme value analysis
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tail-index
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0.84156424
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0.8363146
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0.83261067
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0.83183336
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0.82811385
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0.8269602
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0.8253108
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0.8167347
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0.81525004
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