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Search: subject:"High quantile"
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Extreme quantile estimation for autoregressive models
Li, Deyuan
;
Wang, Huixia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 661-670
Persistent link: https://www.econbiz.de/10012179004
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2
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
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3
Bootstrapping the expected shortfall
Sun, Shuxia
;
Cheng, Fuxia
- In:
Theoretical economics letters
8
(
2018
)
4
,
pp. 685-698
Persistent link: https://www.econbiz.de/10011882103
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