Modeling Extreme Risk with Fixed-$k$ Autoregressive Conditional Fréchet Model

XU Tao, SUN Hongfang, CHEN Yu

Journal of Systems Science & Complexity ›› 2024

PDF(767 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(767 KB)
Journal of Systems Science & Complexity ›› 2024

Modeling Extreme Risk with Fixed-$k$ Autoregressive Conditional Fréchet Model

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