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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Caporin, Massimiliano"
~person:"Nadarajah, Saralees"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Caporin, Massimiliano
Nadarajah, Saralees
Strobel, Frank
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Wang, Chao
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Chan, Stephen
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Applied economics letters
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Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
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On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
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