Extremal quantiles and stock price crashes (Q6082959)
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scientific article; zbMATH DE number 7773933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal quantiles and stock price crashes |
scientific article; zbMATH DE number 7773933 |
Statements
Extremal quantiles and stock price crashes (English)
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7 December 2023
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extremal quantiles
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extreme value theory
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quantile regression
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stock price crashes
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