Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908)
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scientific article; zbMATH DE number 6052438
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| English | Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data |
scientific article; zbMATH DE number 6052438 |
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Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (English)
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3 July 2012
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daily closing price
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generalized Pareto distribution
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threshold
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interior penalty function algorithm
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bootstrap method
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value at risk
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