Measuring Change in Tail Behavior
Year of publication: |
2000
|
---|---|
Authors: | Quintos, Carmela ; Fan, Zhenhong ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Messung | Measurement | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1999 erstellt Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Estimation of Tail-Related Value at Risk Measures : Range-Based Extreme Value Approach
Chou, Heng-Chih, (2016)
-
Robust and Practical Estimation for Measures of Tail Risk
Homescu, Cristian, (2014)
-
Value at Risk Estimation for Heavy Tailed Distributions
Gammoudi, Imed, (2014)
- More ...
-
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E., (2000)
-
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E., (2001)
-
Structural Change Tests in Tail Behaviour and the Asian Crisis
Quintos, Carmela, (2008)
- More ...