Joint threshold exceedances of stock index returns in bull and bear preriods (Q1762908)
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scientific article; zbMATH DE number 2133663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint threshold exceedances of stock index returns in bull and bear preriods |
scientific article; zbMATH DE number 2133663 |
Statements
Joint threshold exceedances of stock index returns in bull and bear preriods (English)
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11 February 2005
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generalized Pareto distribution
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logistic dependence function
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joint threshold exceedances
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daily stock index returns
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