Conor Murphy

1. Automated threshold selection and associated inference uncertainty for univariate extremes
   2023/10/27 by Conor Murphy, Jonathan A. Tawn, Murphy, Conor +3 · 4 citations
   Economics, Econometrics and Finance · Mathematics · #Market Dynamics and Volatility #Statistical Methods and Inference #Financial Risk and Volatility Modeling
2. Automated Threshold Selection and Associated Inference Uncertainty for Univariate Extremes
   2024/11/05 by Conor Murphy, Jonathan A. Tawn, Zak Varty · 5 citations
   Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Statistical Methods and Inference