JOURNAL ARTICLE
Modeling Extreme Events: Time-Varying Extreme Tail Shape
Bernd SchwaabXin ZhangAndré Lucas
Year: 2020 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Extreme value theory Extreme environment Mathematics Geology Statistics
Metrics
1
Cited By
0.00
FWCI (Field Weighted Citation Impact)
25
Refs
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Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
Credit Risk and Financial Regulations
Social Sciences → Economics, Econometrics and Finance → Finance
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