Short term prediction of extreme returns based on the recurrence interval analysis (Q4554428)
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scientific article; zbMATH DE number 6979467
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| default for all languages | No label defined |
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| English | Short term prediction of extreme returns based on the recurrence interval analysis |
scientific article; zbMATH DE number 6979467 |
Statements
Short term prediction of extreme returns based on the recurrence interval analysis (English)
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14 November 2018
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extreme return
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risk estimation
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recurrence interval
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return forecasting
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hazard probability
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0.86680686
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0.8640138
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0.8437019
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0.84007895
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0.8343478
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0.8287798
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0.8278952
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