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1 Ergebnisse
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Predicting tail events in a RIA-EVT-Copula framework:
Li, Wei-Zhen
;
Zhai, Jin-Rui
;
Jiang, Zhi-Qiang
..
Physica A: Statistical Mechanics and its Applications. 600 (2022) - p. 127524 , 2022
Link:
https://doi.org/10.1016/j.physa.2022.127524
RT Journal T1 <Title>Predicting tail events in a RIA-EVT-Copula framework</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2022.127524&Exemplar=1&LAN=DE A1 Li, Wei-Zhen A1 Zhai, Jin-Rui A1 Jiang, Zhi-Qiang A1 Wang, Gang-Jin A1 Zhou, Wei-Xing PB Elsevier BV YR 2022 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 600 SP 127524 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2022.127524 DO https://doi.org/10.1016/j.physa.2022.127524 SF ELIB - SuUB Bremen
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