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person:"Embrechts, Paul"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Nonparametric statistics"
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Nonparametric statistics
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Embrechts, Paul
Bollerslev, Tim
Daouia, Abdelaati
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Martins-Filho, Carlos
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Simar, Léopold
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Journal of econometrics
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The journal of operational risk
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Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
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2
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
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