Extreme quantile estimation for dependent data, with applications to finance (Q135341)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extreme quantile estimation for dependent data, with applications to finance |
scientific article; zbMATH DE number 2072456
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extreme quantile estimation for dependent data, with applications to finance |
scientific article; zbMATH DE number 2072456 |
Statements
9
0 references
4
0 references
1 August 2003
0 references
10 June 2004
0 references
Extreme quantile estimation for dependent data, with applications to finance (English)
0 references
ARMA model
0 references
confidence interval
0 references
extreme quantiles
0 references
GARCH model
0 references
tail empirical quantile function
0 references
time series
0 references
beta mixing
0 references
stochastic difference equation
0 references
0.8346713185310364
0 references
0.8160412907600403
0 references
0.8123959302902222
0 references
0.8039097785949707
0 references
0.7975081205368042
0 references
