Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5520165
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiple structural changes in the tail behavior: Evidence from stock index futures returns |
scientific article; zbMATH DE number 5520165 |
Statements
Multiple structural changes in the tail behavior: Evidence from stock index futures returns (English)
0 references
27 February 2009
0 references
multiple structural changes
0 references
extreme value analysis
0 references
tail-index
0 references
0.84156424
0 references
0.8363146
0 references
0.83261067
0 references
0.83183336
0 references
0.82811385
0 references
0.8269602
0 references
0.8253108
0 references
0.8167347
0 references
0.81525004
0 references
