Conditional extreme value estimation for dependent time series

Extremes 2026 Open access

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Authors: Martin Bladt, Laurits Glargaard, Theodor Henningsen

DOI: 10.1007/s10687-025-00524-5

Cited by: 0

References: 33

Fields of Study & Subjects

Financial Risk and Volatility Modeling Probability and Risk Models Statistical Methods and Inference

References 33