Self-exciting extreme value models for stock market crashes

Self-exciting extreme value models for stock market crashes

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Bibliographische Detailangaben
Veröffentlicht in:Statistical inference, econometric analysis and matrix algebra
1. Verfasser: Herrera, Rodrigo (VerfasserIn)
Weitere Verfasser: Schipp, Bernhard (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Börsenkurs > Risiko > Messung > Finanzkrise > Ausreißer > Theorie > Schätzung > Aktienmarkt > USA > Hongkong > Backtesting > Aufsatz im Buch
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