Extremes of Markov Chains with Tail Switching Potential (Q4670778)
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scientific article; zbMATH DE number 2160790
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extremes of Markov Chains with Tail Switching Potential |
scientific article; zbMATH DE number 2160790 |
Statements
Extremes of Markov Chains with Tail Switching Potential (English)
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22 April 2005
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autoregressive conditional heteroscedastic processes
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extremal index
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extreme value theory
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financial series
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Markov chains
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multivariate extremes
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0.8352706432342529
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0.8057256937026978
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0.8055400252342224
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0.7973368763923645
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