Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235): Difference between revisions
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Property / cites work: A simple general approach to inference about the tail of a distribution / rank | |||
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Property / cites work: Structural Change Tests in Tail Behaviour and the Asian Crisis / rank | |||
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Latest revision as of 03:04, 29 June 2024
scientific article
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English | Multiple structural changes in the tail behavior: Evidence from stock index futures returns |
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Multiple structural changes in the tail behavior: Evidence from stock index futures returns (English)
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27 February 2009
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multiple structural changes
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extreme value analysis
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tail-index
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