Risk analysis via generalized Pareto distributions

Y. He; L. Peng; Z. Zhao; D. Zhang

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Citation Details

Risk analysis via generalized Pareto distributions

Award ID(s):: 2012448

PAR ID:: 10340871

Author(s) / Creator(s):: Y. He; L. Peng; Z. Zhao; D. Zhang

Date Published:: 2022-01-01

Journal Name:: Journal of business economic statistics

Volume:: 40

ISSN:: 1537-2707

Page Range / eLocation ID:: 852–867

Format(s):: Medium: X

Sponsoring Org:: National Science Foundation

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Accepted Manuscript1.0
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