Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models (Q6581588)
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scientific article; zbMATH DE number 7889698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models |
scientific article; zbMATH DE number 7889698 |
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Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models (English)
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30 July 2024
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ACD model
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discrete durations
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extreme returns
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tail risk
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value at risk
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