Statistical Models for Dynamics in Extreme Value Processes

B. Spangl, Sascha Desmettre, P. Ruckdeschel

Research output: Chapter in Book/Report/Conference proceedingConference proceedingspeer-review

Original languageEnglish
Title of host publicationProceedings of the 30th International Workshop on Statistical Modeling
Pages360-366
Number of pages7
Volume1
Publication statusPublished - 2015

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Digital Transformation
  • Transformation in Finance and Financial Institutions

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