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person:"Caserta, Silvia"
~person:"Aboura, Sofiane"
~person:"Chen Zhou"
~person:"Qin, Xiao"
~person:"Stoyanov, Stoyan V."
~subject:"Hill estimator"
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Search: subject_exact:"Extreme value theory"
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Caserta, Silvia
Aboura, Sofiane
Chen Zhou
Qin, Xiao
Stoyanov, Stoyan V.
Einmahl, John H. J.
2
Kim, Joocheol
2
Litvinova, Svetlana
2
Silvapulle, Mervyn J.
2
Sun, Pengfei
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Yang, Fan
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Finance and stochastics
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ECONIS (ZBW)
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Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
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2
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
3
Adapting extreme value statistics to financial time series : dealing with bias and serial dependence
Haan, Laurens de
;
Mercadier, Cécile
;
Chen Zhou
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 321-354
Persistent link: https://www.econbiz.de/10011471063
Saved in:
4
Diagnosing the distribution of GARCH innovations
Sun, Pengfei
;
Chen Zhou
- In:
Journal of empirical finance
29
(
2014
),
pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
Saved in:
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