Pages that link to "Item:Q135350"
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The following pages link to Tail risk inference via expectiles in heavy-tailed time series (Q135350):
Displaying 5 items.
- ExtremeRisks (Q135352) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- Estimation of the conditional tail moment for Weibull-type distributions (Q6641040) (← links)
- Tail risk monotonicity in GARCH(1,1) models (Q6644186) (← links)
- Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error (Q6654881) (← links)
