Generalized Pareto processes and fund liquidity risk (Q4554499): Difference between revisions

@@ Property / cites work @@
+A SHOT NOISE MODEL FOR FINANCIAL ASSETS
@@ Property / cites work: A SHOT NOISE MODEL FOR FINANCIAL ASSETS / rank @@
+Normal rank
@@ Property / cites work @@
+Q4365234
@@ Property / cites work: Q4365234 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4003876
@@ Property / cites work: Q4003876 / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
+Normal rank
@@ Property / cites work @@
+Data features1
@@ Property / cites work: Data features1 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5396114
@@ Property / cites work: Q5396114 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional regular variations, Pareto processes and peaks over threshold
+Normal rank
@@ Property / cites work @@
+Refined pickands estimators wtth bias correction
@@ Property / cites work: Refined pickands estimators wtth bias correction / rank @@
+Normal rank
@@ Property / cites work @@
+Selecting the optimal sample fraction in univariate extreme value estimation
+Normal rank
@@ Property / cites work @@
+New goodness-of-fit tests and their application to nonparametric confidence sets
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+The generalized Pareto process; with a view towards application and simulation
+Normal rank
@@ Property / cites work @@
+Q4766399
@@ Property / cites work: Q4766399 / rank @@
+Normal rank
@@ Property / cites work @@
+Methods for merging Gaussian mixture components
@@ Property / cites work: Methods for merging Gaussian mixture components / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Explosive Poisson shot noise processes with applications to risk reserves
+Normal rank
@@ Property / cites work @@
+Model assessment tools for a model false world
@@ Property / cites work: Model assessment tools for a model false world / rank @@
+Normal rank
@@ Property / cites work @@
+Shot-noise driven multivariate default models
@@ Property / cites work: Shot-noise driven multivariate default models / rank @@
+Normal rank
@@ Property / cites work @@
+Shot-noise processes and the minimal martingale measure
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in a class of nonregular cases
+Normal rank
@@ Property / cites work @@
+Don't shed tears over breaks
@@ Property / cites work: Don't shed tears over breaks / rank @@
+Normal rank
@@ Property / cites work @@
+Q3703086
@@ Property / cites work: Q3703086 / rank @@
+Normal rank
@@ Property / cites work @@
+Pareto processes
@@ Property / cites work: Pareto processes / rank @@
+Normal rank