Predicting federal funds rate using extreme value theory (Q2213542)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting federal funds rate using extreme value theory |
scientific article |
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Predicting federal funds rate using extreme value theory (English)
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2 December 2020
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federal funds rate
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money market
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extreme value theory
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generalized extreme value distribution
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generalized Pareto distribution
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