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Wahrscheinlichkeitsrechnung
Generalized extreme value distribution
15
generalized extreme value distribution
13
Statistical distribution
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extreme value theory
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Birkbeck working papers in economics and finance : BWPEF
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ECONIS (ZBW)
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1
Capturing information in extreme events
Ardakani, Omid M.
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461218
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2
Closed form solutions for the
generalized
extreme
value
distribution
Beckert, Walter
;
Takahashi, Yuya
-
2015
Persistent link: https://www.econbiz.de/10011343428
Saved in:
3
Poisson-driven stationary Markov models
Anzarut, Michelle
;
Mena, Ramsés H.
;
Nava, Consuelo Rubina
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012249233
Saved in:
4
Option implied tail index and volatility based on heavy-tailed distributions : evidence from KOSPI 200 index options market
Kim, Joocheol
;
Kim, Hyun-Oh
- In:
Global economic review
43
(
2014
)
3
,
pp. 269-284
Persistent link: https://www.econbiz.de/10010509739
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