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

Jochem Oorschot

  1. All Block Maxima method for estimating the extreme value index
    2020/10/29 by Jochem Oorschot, Chen Zhou, Oorschot, Jochem +1 · 1 citation
    Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Statistics Theory (math.ST)