Buscar
Mostrando ítems 1-10 de 3953
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
(ELSEVIER SCIENCE BV, 2012)
Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model
(2017)
We propose a Markov-Switching Multifractal Peaks-Over-Threshold (MSM-POT) model to capture the dynamic behavior of the random occurrences of extreme events exceeding a high threshold in time series of returns. This approach ...
Sharp bounds for the extreme zeros of classical orthogonal polynomials
(Academic Press Inc. Elsevier B.V., 2010-10-01)
Bounds for the extreme zeros of the classical orthogonal polynomials are obtained by a surprisingly simple method. Nevertheless, it turns out that, in most cases, the estimates obtained in this note are better than the ...
Sharp bounds for the extreme zeros of classical orthogonal polynomials
(Academic Press Inc. Elsevier B.V., 2010-10-01)
Bounds for the extreme zeros of the classical orthogonal polynomials are obtained by a surprisingly simple method. Nevertheless, it turns out that, in most cases, the estimates obtained in this note are better than the ...
The kappa-mu Extreme Distribution
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2011)
Sharp bounds for the extreme zeros of classical orthogonal polynomials
(Academic Press Inc. Elsevier B.V., 2014)