Short term prediction of extreme returns based on the recurrence interval analysis (Q4554428)
From MaRDI portal
scientific article; zbMATH DE number 6979467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short term prediction of extreme returns based on the recurrence interval analysis |
scientific article; zbMATH DE number 6979467 |
Statements
Short term prediction of extreme returns based on the recurrence interval analysis (English)
0 references
14 November 2018
0 references
extreme return
0 references
risk estimation
0 references
recurrence interval
0 references
return forecasting
0 references
hazard probability
0 references
0 references
0 references
0 references
0 references
