An extreme value analysis of the last century crises across industries in the U.S. economy (Q1655601): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2288818759 / rank
 
Normal rank
Property / cites work
 
Property / cites work: US stock returns: are there seasons of excesses? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted approximations of tail processes for \(\beta\)-mixing random variables. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Test for tail index change in stationary time series with Pareto-type marginal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics for near independence in multivariate extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural Change Tests in Tail Behaviour and the Asian Crisis / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 06:49, 16 July 2024

scientific article
Language Label Description Also known as
English
An extreme value analysis of the last century crises across industries in the U.S. economy
scientific article

    Statements

    An extreme value analysis of the last century crises across industries in the U.S. economy (English)
    0 references
    0 references
    0 references
    0 references
    9 August 2018
    0 references
    financial crisis
    0 references
    extreme value theory
    0 references
    change-points detection
    0 references
    U.S. economy
    0 references

    Identifiers