Pages that link to "Item:Q2451784"
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The following pages link to Extreme-quantile tracking for financial time series (Q2451784):
Displayed 13 items.
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Three-step risk inference in insurance ratemaking (Q2155833) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)