A research based on POT-CAViaR model of extreme risk measure (Q2690784)
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 7664199
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A research based on POT-CAViaR model of extreme risk measure |
scientific article; zbMATH DE number 7664199 |
Statements
A research based on POT-CAViaR model of extreme risk measure (English)
0 references
17 March 2023
0 references
CAViaR model
0 references
POT model
0 references
extreme risk
0 references
0.7977703213691711
0 references
0.7817287445068359
0 references
0.7669730186462402
0 references
0.7626974582672119
0 references
