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A note on a modified Parisian...
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Caporale, Guglielmo Maria
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Creedy, John
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Linton, Oliver
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Belke, Ansgar
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Dustmann, Christian
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Jenkins, Stephen
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Jordà, Òscar
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ECONIS (ZBW)
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1
On selecting an extreme value distribution
Ariyawansa, K. A.
- In:
Zeitschrift für Operations-Research : ZOR ; …
32
(
1988
)
2
,
pp. 95-100
Persistent link: https://www.econbiz.de/10003473496
Saved in:
2
The role of multivariate skew-student density in the estimation of stock market crashes
Wu, Lei
;
Meng, Qingbin
;
Velazquez, Julio C.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1144-1160
Persistent link: https://www.econbiz.de/10011419786
Saved in:
3
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
4
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
5
On extreme value approximation to tails of distribution functions
Li, Deyuan
-
2004
Persistent link: https://www.econbiz.de/10002210996
Saved in:
6
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
7
Conditional extremes in asymmetric financial markets
Nolde, Natalia
;
Zhang, Jinyuan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
Saved in:
8
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
9
Modeling extreme events : time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2021
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in Extreme Value
Theory
, but casts the model in a …
Persistent link: https://www.econbiz.de/10012429187
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10
Identification of ex ante returns using elicited choice probabilities
Méango, Romuald
-
2023
Persistent link: https://www.econbiz.de/10014250393
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