Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510)

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Extreme quantile estimation for \(\beta\)-mixing time series and applications
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    Extreme quantile estimation for \(\beta\)-mixing time series and applications (English)
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    19 November 2018
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    asymptotic normality
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    \(\beta\)-mixing
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    extreme value index
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    GARCH models
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    high quantile
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    return level
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    value-at-risk
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