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Fiori, A. (2011). Investigating the interplay of excess kurtosis and tail events in financial series. In Abstract Book.

Investigating the interplay of excess kurtosis and tail events in financial series

FIORI, ANNA MARIA
Primo
2011
abstract + slide
heavy tails, stochastic orders, L-statistics, inequality
English
Extreme Value Analysis, Probabilistic and Statistical Models and their Applications
June 27th-July 1st, 2011
Abstract Book
2011
none
Fiori, A. (2011). Investigating the interplay of excess kurtosis and tail events in financial series. In Abstract Book.
02 - Intervento a convegno
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/79289
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