Modeling Extreme Risk with Fixed-k Autoregressive Conditional Fréchet Model

XU Tao, SUN Hongfang, CHEN Yu

Journal of Systems Science & Complexity ›› 2026, Vol. 39 ›› Issue (3) : 1230-1251.

PDF(1388 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(1388 KB)
Journal of Systems Science & Complexity ›› 2026, Vol. 39 ›› Issue (3) : 1230-1251. DOI: 10.1007/s11424-026-4249-1

Modeling Extreme Risk with Fixed-k Autoregressive Conditional Fréchet Model

  • XU Tao1, SUN Hongfang2, CHEN Yu3
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science & Complexity, 2026, 39(3): 1230-1251 https://doi.org/10.1007/s11424-026-4249-1

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(1388 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉