A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series

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Publication:6149574

DOI10.1007/S10287-023-00488-6MaRDI QIDQ6149574

Carlin C. F. Chu, Simon S. W. Li

Publication date: 6 February 2024

Published in: Computational Management Science (Search for Journal in Brave)







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