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A research based on POT-CAViaR model of extreme risk measure - MaRDI portal

A research based on POT-CAViaR model of extreme risk measure (Q2690784)

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A research based on POT-CAViaR model of extreme risk measure
scientific article

    Statements

    title
    A research based on POT-CAViaR model of extreme risk measure (English)
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    author
    Baoshuai Zhang
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    Jun Duan
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    publication date
    17 March 2023
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    zbMATH Keywords
    CAViaR model
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    POT model
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    extreme risk
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    Identifiers

    zbMATH DE Number
    7664199
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    OpenAlex ID
    W3095239337
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