Pages that link to "Item:Q1739592"
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The following pages link to Modeling maxima with autoregressive conditional Fréchet model (Q1739592):
Displaying 9 items.
- Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Application of autoregressive tail-index model to China's stock market (Q5880056) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
- Modeling Tail Index With Autoregressive Conditional Pareto Model (Q6620871) (← links)
- Functional quantile autoregression (Q6664651) (← links)
