Statistics and Risk Management
Book Chapter
Prata Gomes,D;Neves,MM
Data Analysis and Applications 4: Financial Data Analysis and Methods
2020
6
89-101
10.1002/9781119721611.ch6
Resampling procedures for a more reliable extremal index estimation
NOVA Math > NOVA Math > NOVA Math Publications > Resampling procedures for a more reliable extremal index estimation