Extreme value statistics and recurrence intervals of NYMEX energy futures volatility

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Bibliographische Detailangaben
Veröffentlicht in:	Economic modelling
1. Verfasser:	Xie, Wen-jie (VerfasserIn)
Weitere Verfasser:	Jiang, Zhi-qiang (VerfasserIn), Zhou, Wei-xing (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2014
Schlagworte:	Extreme volatility > Risk estimation > Recurrence interval > Distribution > Memory > Aufsatz in Zeitschrift
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