Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis (Q4976497)
From MaRDI portal
scientific article; zbMATH DE number 6754920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis |
scientific article; zbMATH DE number 6754920 |
Statements
Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis (English)
0 references
31 July 2017
0 references
extreme value methods
0 references
extreme value index
0 references
scale estimator
0 references
weekly returns
0 references
