Pages that link to "Item:Q1423365"
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The following pages link to High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365):
Displayed 5 items.
- Modelling the financial risk associated with U.S. Movie box office earnings (Q834289) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Volatility, risk modeling and utility (Q858849) (← links)
- Asymptotic expansions for the location invariant moment-type estimator (Q2270461) (← links)