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165“... is still unknown. In this study, we make use of statistical extreme value theory (EVT) to compute return...”
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167“... model and extreme value theory is more reasonable, it capture the time variance information to establish...”
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168by Marian Amoakowaah Osei, Leonard Kofitse Amekudzi, Akoto Yaw Omari-Sasu, Edmund Ilimoan Yamba, Emmanuel Quansah, Jeffrey N.A. Aryee, Kwasi PrekoGet full text
Published 2021-05-01
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175by Guillaume Evin, Pascal Dkengne Sielenou, Nicolas Eckert, Philippe Naveau, Pascal Hagenmuller, Samuel MorinSubjects: “...Extreme value theory...”
Published 2021-09-01
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176by Rodríguez, GabrielSubjects: “...extreme value theory...”
Published 2017-06-01
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180by Colin Bouchard, Cameron Bracken, Willy Dabin, Olivier VanCanneyt, Vincent Ridoux, Jérôme Spitz, Matthieu AuthierSubjects: “...Extreme Value Theory...”
Published 2019-07-01
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