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Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
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Extremes of extremes : risk assessment for very small samples with an exemplary application for cryptocurrency returns
Börner, Christoph J.
;
Hoffmann, Ingo
;
Krettek, Jonas
; …
- In:
Journal of risk : JOR
26
(
2023
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014487287
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