A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach

A Buecher, Chen Zhou

Research output: Contribution to journalArticleAcademicpeer-review

18 Citations (Scopus)

Fingerprint

Dive into the research topics of 'A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach'. Together they form a unique fingerprint.

Mathematics

Physics

Economics, Econometrics and Finance