Modeling Extreme Events : Time-Varying Extreme Tail Shape
Year of publication: |
[2021]
|
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Authors: | Schwaab, Bernd ; Zhang, Xin ; Lucas, Andre |
Publisher: |
[S.l.] : SSRN |
Subject: | Ausreißer | Outliers | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
Extent: | 1 Online-Ressource (63 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3727897 [DOI] |
Classification: | C22 - Time-Series Models ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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Modeling Extreme Events : Time-Varying Extreme Tail Shape
Schwaab, Bernd, (2021)
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Modeling extreme events : time-varying extreme tail shape
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