Estimating generalized state density of near-extreme events and its applications in analyzing stock data
type: Item
instance of: scholarly article
title: Estimating generalized state density of near-extreme events and its applications in analyzing stock data
zbMATH Open document ID: 1231.91208
author: Jinguan Lin
author: Chao Huang
author: Qing-Yun Zhuang
author: Li-Ping Zhu
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 6004727
zbMATH Keywords: extreme value statistics
zbMATH Keywords: domains of attraction
zbMATH Keywords: density of states
zbMATH Keywords: generalized density of near-extreme events
zbMATH Keywords: kernel density estimate
describes a project that uses: ismev
describes a project that uses: bootstrap
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2010.03.004
OpenAlex ID: W1994158652
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DOI: 10.1016/J.INSMATHECO.2010.03.004
description: scientific article; zbMATH DE number 6004727