Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; eMAF2020 Marco Corazza,Manfred Gilli,Marilena Sibillo Conference p

Autopsy

書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance影響因子(影響力)




書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance影響因子(影響力)學(xué)科排名




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書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance被引頻次




書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance被引頻次學(xué)科排名




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書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance年度引用學(xué)科排名




書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance讀者反饋




書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance讀者反饋學(xué)科排名

heart-murmur

迅速成長

An Empirical Investigation of Heavy Tails in Emerging Markets and Robust Estimation of the Pareto Ttional Threshold Accepting-VaR based algorithm (TAVaR) for optimally estimating the Pareto tail index. A Monte Carlo bias estimation analysis is also carried out by comparing our proposed methodology with the Hill estimator and a variant of it.

Antimicrobial

旁觀者

珍奇

觀點

Mangle

,Conditional Quantile Estimation for?Linear ARCH Models with MIDAS Components,MIDAS (Q–ARCH–MIDAS), allows to benefit from the information coming from variables observed at different frequencies with respect to that of the variable of interest. Moreover, the QR context brings additional advantages, such as the robustness to the presence of outliers and the lack of distributional assumptions.

訓(xùn)誡

lymphoma