Capturing information in extreme events
Omid M. Ardakani
| Year of publication: |
2023
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|---|---|
| Authors: | Ardakani, Omid M. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 231.2023, p. 1-5
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| Subject: | Entropy | Generalized extreme value distribution | Generalized Pareto | Kullback-Leibler divergence | Tail risk | Statistische Verteilung | Statistical distribution | Entropie | Ausreißer | Outliers | Theorie | Theory | Risikomaß | Risk measure | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2023.111301 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014461218