Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A simple empirical inquiry concerning tail risk - MaRDI portal

A simple empirical inquiry concerning tail risk

From MaRDI portal

Publication:6610247

Jump to:navigation, search

zbMath1547.6207MaRDI QIDQ6610247

Ivana D. Ilic

Publication date: 25 September 2024

Published in: Functional Analysis, Approximation and Computation (Search for Journal in Brave)

zbMATH Keywords

Hill estimator extreme events tail risk tail index estimation Pareto index

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)

This page was built for publication: A simple empirical inquiry concerning tail risk

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6610247&oldid=40162076"