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Short term prediction of extreme returns based on the recurrence interval analysisJiang, Zhi-Qiang ...Source: Quantitative finance. - ISSN 1469-7688 (Vol. 18, iss. 3, 2018, str. 353-370)Type of material - article, component partPublish date - 2018Language - englishCOBISS.SI-ID - 2048573971
Author
Jiang, Zhi-Qiang |
Wang, Gang-Jin |
Canabarro, Askery |
Podobnik, Boris |
Xie, Chi |
Stanley, Harry Eugene, 1941- |
Zhou, Wei-Xing
Topics
extreme return |
risk estimation |
recurrence interval |
return forecasting |
Hazard probability |
ekstremno povračilo |
ocena tveganja |
interval ponavljanja |
napoved povratka |
verjetnost nevarnosti
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Database name | Field | Year |
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Jiang, Zhi-Qiang | ![]() |
Wang, Gang-Jin | ![]() |
Canabarro, Askery | ![]() |
Podobnik, Boris | 38768 |
Xie, Chi | ![]() |
Stanley, Harry Eugene, 1941- | ![]() |
Zhou, Wei-Xing | ![]() |
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