Narrow search
Showing 1 - 2 of 2
Cover Image
Understanding the economic determinants of the severity of operational losses : A regularized generalized Pareto regression approach
Hambuckers, Julien; Groll, Andreas; Kneib, Thomas - In: Journal of Applied Econometrics 33 (2018) 6, pp. 898-935
Persistent link: https://www.econbiz.de/10012082786
Cover Image
Realized extreme quantile : A joint model for conditional quantiles and measures of volatility with EVT refinements
Bee, Marco; Dupuis, Debbie J.; Trapin, Luca - In: Journal of Applied Econometrics 33 (2018) 3, pp. 398-415
Persistent link: https://www.econbiz.de/10012082763