Search Results - subject:"maxima"

Meeting housing needs within planetary boundaries : a UK case study

Horn, Stefan; Gough, Ian; Rogers, Charlotte; Tunstall, … - In: Ecological economics 230 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015416457

Extreme value theory modelling of the behaviour of Johannesburg stock exchange financial market data

Metwane, Maashele Kholofelo; Maposa, Daniel - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-27

) exchange rate of the Johannesburg stock exchange (JSE). The study compares the block maxima approach and the peaks …-over-threshold (POT) approach in terms of their ability to model financial market data. The 100-year return levels for the block maxima … clear distinction between block maxima and POT return level estimates. The POT approach return level estimates were …

Persistent link: https://www.econbiz.de/10014484249

Reconstrucción y consistencia factorial : la regla del codo aplicada al RMSEA, análisis paralelo y otras pruebas confirmatorias

Rabadán-Pérez, Francisco; Berumen, Sergio A.; … - In: Revista de métodos cuantitativos para la economía y … 33 (2022), pp. 353-385

La comparación de encuestas presenta problemas metodológicos recurrentes, dentro de los que destacan particularmente: i) las dificultades asociadas a la falta de continuidad, bien por el añadido de nuevas preguntas o por la eliminación de otras; ii) las dificultades propias en la selección...

Persistent link: https://www.econbiz.de/10013341511

On the relation between extremal dependence and concomitants

Khorrami Chokami, Amir; Kratz, Marie - 2023

Persistent link: https://www.econbiz.de/10014327421

Modeling maxima with a regime-switching Fréchet model

Tan, Keqi; Chen, Yu; Chen, Pengzhan - In: Journal of risk 25 (2022) 2, pp. 27-45

Persistent link: https://www.econbiz.de/10014342458

Reconstrucción y consistencia factorial: La regla del codo aplicada al RMSEA, análisis paralelo y otras pruebas confirmatorias

Rabadán-Pérez, Francisco; Berumen, Sergio A.; … - In: Revista de Métodos Cuantitativos para la Economía y … 33 (2022), pp. 353-385

Persistent link: https://www.econbiz.de/10014494415

Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions

Echaust, Krzysztof; Just, Małgorzata - In: Research in international business and finance 63 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014248962

Extreme value modelling of the South African Industrial Index (J520) returns using the generalised extreme value distribution

Jakata, Owen; Chikobvu, Delson - In: International journal of applied management science : IJAMS 14 (2022) 4, pp. 299-315

Persistent link: https://www.econbiz.de/10014231227

A spectral EM algorithm for dynamic factor models

Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2016

Realizamos dos contribuciones complementarias para estimar eficientemente modelos factoriales dinámicos: un algoritmo EM espectral y un procedimiento de inferencia indirecta iterada rapidísimo para modelos ARMA sin pérdida de eficiencia asintótica para cualquier número finito de...

Persistent link: https://www.econbiz.de/10012530520

Copula structured M4 processes with application to high-frequency financial data

Zhang, Zhengjun; Zhu, Bin - In: Journal of econometrics 194 (2016) 2, pp. 231-241

Persistent link: https://www.econbiz.de/10011705118

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