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  • Search: subject:"conditional tail dependence coefficient"
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Ausreißer 1 Estimation theory 1 Outliers 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 conditional tail dependence coefficient 1 generalized Pareto distribution (GPD) 1 marginal transformation model 1 pairwise likelihood estimation 1 peaks over threshold 1 trawl process 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gandy, Axel 1 Noven, Ragnhild C. 1 Veraart, Almut E. D. 1
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The journal of energy markets 1
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ECONIS (ZBW) 1
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A latent trawl process model for extreme values
Noven, Ragnhild C.; Veraart, Almut E. D.; Gandy, Axel - In: The journal of energy markets 11 (2018) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10012001918
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