US stock returns: are there seasons of excesses? (Q4554515): Difference between revisions

@@ Property / author @@
+Debbie J. Dupuis
@@ Property / author: Debbie J. Dupuis / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2016.1154596
+Normal rank
@@ Property / OpenAlex ID @@
+W2342644189
@@ Property / OpenAlex ID: W2342644189 / rank @@
+Normal rank
@@ Property / cites work @@
+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Option valuation with conditional skewness
@@ Property / cites work: Option valuation with conditional skewness / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting change-points in extremes
@@ Property / cites work: Detecting change-points in extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme Value Theory as a Risk Management Tool
@@ Property / cites work: Extreme Value Theory as a Risk Management Tool / rank @@
+Normal rank
@@ Property / cites work @@
+Inference for Clusters of Extreme Values
@@ Property / cites work: Inference for Clusters of Extreme Values / rank @@
+Normal rank
@@ Property / cites work @@
+Q4335866
@@ Property / cites work: Q4335866 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Test for tail index change in stationary time series with Pareto-type marginal distribution
+Normal rank
@@ Property / cites work @@
+Extremes and local dependence in stationary sequences
+Normal rank
@@ Property / cites work @@
+Stationarity and the existence of moments of a family of GARCH processes.
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Q2921614
@@ Property / cites work: Q2921614 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank