Ushbu ishga iqtibos qilgan ishlar

3 ta ish

Ish: A Simple General Approach to Inference About the Tail of a Distribution

1. The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks

   Akram Shavkatovich Hasanov, Aktam U. Burkhanov, Bunyod Usmonov +2

   MaqolaMarket Dynamics and VolatilityEnergy202433 iqtibos

   ABIABI:AkademIndex/openalex/2024.article.000072

2. Poisson limits for U-statistics

   André Dabrowski, Herold Dehling, Thomas Mikosch +1

   MaqolaFinancial Risk and Volatility ModelingStochastic Processes and their Applications20020 iqtibos

   ABIABI:AkademIndex/openalex/2002.article.000040

3. Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach

   Sanggetha V P Vellachami, Akram Shavkatovich Hasanov, Robert C. Brooks

   MaqolaMarket Dynamics and VolatilityInternational Review of Financial Analysis20230 iqtibos

   ABIABI:AkademIndex/openalex/2023.article.000138