Assessment of dependent risk using extreme value theory in a time-varying framework
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Publication:5886714
DOI10.15672/hujms.992699OpenAlexW4320919878MaRDI QIDQ5886714
Bükre Yıldırım Külekci, Unnamed Author, Uǧur Karabey
Publication date: 6 April 2023
Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15672/hujms.992699
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Extreme value theory; extremal stochastic processes (60G70)
Uses Software
Cites Work
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