Items where Keyword is "Extreme value theory" (Publications and Working Papers)

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Taylor, James and Yu, Keming (2016) Using Autoregressive Logit Models to Forecast the Exceedance Probability for Financial Risk Management. Journal of the Royal Statistical Society, Series A. Link to full text available through this repository.
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This list was generated on Sat Nov 18 15:37:41 2017 WET.