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

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+US stock returns: are there seasons of excesses?
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Weighted approximations of tail processes for \(\beta\)-mixing random variables.
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+Statistics for near independence in multivariate extreme values
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+Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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+Statistical inference using extreme order statistics
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+Structural Change Tests in Tail Behaviour and the Asian Crisis
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+Publication:1655601