Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353)
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scientific article; zbMATH DE number 7704534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index estimation in the presence of covariates: stock returns' tail risk dynamics |
scientific article; zbMATH DE number 7704534 |
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Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (English)
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29 June 2023
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extreme value theory
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Pareto-type distributions
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tail index
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covariates information
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