Pages that link to "Item:Q5138617"

The following pages link to Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617):

Displaying 2 items.

• Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
• Testing for jumps with robust spot volatility estimators (Q6490929) (← links)