Identifying multiple outliers in heavy-tailed distributions with an application to market crashes
Year of publication: |
2008
|
---|---|
Authors: | Schluter, Christian ; Trede, Mark |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 4, p. 700-713
|
Subject: | Statistische Verteilung | Statistical distribution | Finanzkrise | Financial crisis |
-
A quantitative mirror on the Euribor market using implied probability density functions
Puigvert-GutiƩrrez, Josep Maria, (2012)
-
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut, (2021)
-
Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A., (2006)
- More ...
-
Statistical inference for inequality measurement with dependent data
Schluter, Christian, (1998)
-
Estimating continuous-time income models
Schluter, Christian, (2010)
-
Schluter, Christian, (2002)
- More ...