On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054)
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scientific article; zbMATH DE number 7660245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures |
scientific article; zbMATH DE number 7660245 |
Statements
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (English)
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7 March 2023
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extreme value theory
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tail dependence index
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time series of maxima
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maxima of moving maxima
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autoregressive tail index models
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