Pages that link to "Item:Q1762973"
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The following pages link to Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973):
Displaying 7 items.
- On robust tail index estimation (Q1927123) (← links)
- The risk function of the goodness-of-fit tests for tail models (Q2065310) (← links)
- Smooth tail-index estimation (Q3401368) (← links)
- Heavy tail index estimation based on block order statistics (Q5036864) (← links)
- CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
- Exponential-Type GARCH Models With Linear-in-Variance Risk Premium (Q6617781) (← links)
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)
