Pages that link to "Item:Q2451784"
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The following pages link to Extreme-quantile tracking for financial time series (Q2451784):
Displaying 21 items.
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Three-step risk inference in insurance ratemaking (Q2155833) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Similarity-based clustering for patterns of extreme values (Q6548801) (← 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)
- Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series (Q6621654) (← links)
- Modeling Extreme Events: Time-Varying Extreme Tail Shape (Q6626257) (← links)
- Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (Q6634847) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
