Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme quantile estimation for \(\beta\)-mixing time series and applications |
scientific article |
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Extreme quantile estimation for \(\beta\)-mixing time series and applications (English)
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19 November 2018
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asymptotic normality
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\(\beta\)-mixing
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extreme value index
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GARCH models
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high quantile
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return level
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value-at-risk
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