Browsing by Subject Extreme value theory
Showing results 2 to 3 of 3
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Issue Date | Title | Author(s) |
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2013 | Order-statistics-based inferences for censored lifetime data and financial risk analysis | Sheng, Zhuo |
2016 | Using autoregressive logit models to forecast the exceedance probability for financial risk management | Taylor, JW; Yu, K |