Pages that link to "Item:Q1644258"
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The following pages link to Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258):
Displaying 6 items.
- Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)