Non‐parametric Estimation of Extreme Risk Measures from Conditional Heavy‐tailed Distributions

By J. E. Methni, Laurent Gardes, Stéphane Girard. 2014

58 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/bb323cb52dd841f61b28e8bd0ac0d57beea29297