Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management"
written by Travis R. A. Sapp,
published by Journal of Mathematical Finance, Vol.6 No.4, 2016

has been cited by the following article(s):

[1]	Risk prediction in financial management of listed companies based on optimized BP neural network under digital economy
	Neural Computing and Applications, 2022

[2]	Statistics of catastrophic hazardous liquid pipeline accidents
	2021

[3]	Persistence of Averages in Financial Markov Switching Models: A Large Deviations Approach
	2019

[1]	Risk prediction in financial management of listed companies based on optimized BP neural network under digital economy Neural Computing and Applications, 2023 DOI:10.1007/s00521-022-07377-0

[2]	Risk prediction in financial management of listed companies based on optimized BP neural network under digital economy Neural Computing and Applications, 2022 DOI:10.1007/s00521-022-07377-0

[3]	Statistics of catastrophic hazardous liquid pipeline accidents Reliability Engineering & System Safety, 2021 DOI:10.1016/j.ress.2020.107389

[4]	Persistence of averages in financial Markov Switching models: A large deviations approach Physica A: Statistical Mechanics and its Applications, 2020 DOI:10.1016/j.physa.2020.124237

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