Работы, цитирующие эту работу

Работ: 3

Работа: Modelling of extremal events in insurance and finance

1. Poisson limits for U-statistics

   André Dabrowski, Herold Dehling, Thomas Mikosch +1

   СтатьяFinancial Risk and Volatility ModelingStochastic Processes and their Applications2002Цитирований: 0

   ABIABI:AkademIndex/openalex/2002.article.000040

2. A parametric model fitting time to first event for overdispersed data: application to time to relapse in multiple sclerosis

   Paola Siri, Eric Henninger, Maria Pia Sormani

   СтатьяStatistical Distribution Estimation and ApplicationsLifetime Data Analysis2011Цитирований: 0

   ABIABI:AkademIndex/openalex/2011.article.000212

3. Emerging markets and heavy tails

   Marat Ibragimov, Rustam Ibragimov, Paul Kattuman

   СтатьяFinancial Risk and Volatility ModelingJournal of Banking & Finance2013Цитирований: 0

   ABIABI:AkademIndex/openalex/2013.article.000024