An optimal threshod selection approach for the value at risk of the extreme events (Q2680664)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal threshod selection approach for the value at risk of the extreme events |
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An optimal threshod selection approach for the value at risk of the extreme events (English)
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4 January 2023
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extreme value theory
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generalized Pareto distribution
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peak over threshold
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tail index estimator
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value-at-risk (VaR)
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