Pages that link to "Item:Q607175"
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The following pages link to Extremal memory of stochastic volatility with an application to tail shape inference (Q607175):
Displayed 7 items.
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)