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The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance
Work
Year: 2008
Type: article
Source: Methodology And Computing In Applied Probability
Authors Davide Ferrari, Sandra Paterlini
Institutions University of Minnesota, University of Modena and Reggio Emilia
Cites: 33
Cited by: 19
Related to: 10
FWCI: 0.573
Citation percentile (by year/subfield): 91.36
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green