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language:"eng"
subject:"Risikomaß"
~isPartOf:"Journal of econometrics"
~person:"Girard, Stéphane"
~person:"Zhao, Zifeng"
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Risikomaß
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Girard, Stéphane
Zhao, Zifeng
Hong, Yongmiao
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
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2
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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