vix.ing · top · new · best · stats · spec

L. M. André

  1. Extreme value methods for estimating rare events in Utopia
    2023/12/15 by L. M. André, André, L. M., Richard Campbell +15 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Forecasting Techniques and Applications #Market Dynamics and Volatility #Financial Risk and Volatility Modeling