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A simple empirical inquiry concerning tail risk (Q6610247)

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scientific article; zbMATH DE number 7918292
Language Label Description Also known as
English
A simple empirical inquiry concerning tail risk
scientific article; zbMATH DE number 7918292

    Statements

    title
    A simple empirical inquiry concerning tail risk (English)
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    author
    Ivana D. Ilic
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    publication date
    25 September 2024
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    zbMATH Keywords
    tail risk
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    extreme events
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    tail index estimation
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    Hill estimator
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    Pareto index
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    62M10
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    62P05
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    zbMATH DE Number
    7918292
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