Pages that link to "Item:Q3984289"

The following pages link to The limiting distribution of extremal exchange rate returns (Q3984289):

Displaying 10 items.

• High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
• A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
• Testing the stable Paretian assumption (Q1600528) (← links)
• Testing for covariance stationarity in stock market data (Q1676731) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• A note on power-law cross-correlated processes (Q2122871) (← links)
• Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
• Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
• A tail estimator for the index of the stable paretian distribution^∗ (Q3842928) (← links)
• A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)