成果/Result
- Extreme value statistics and recurrence intervals of NYMEX energy futures volatility被引量:33收藏
- 作者:Xie, Wen-Jie Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构:E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源:ECONOMIC MODELLING 2014
- 关键词:Extreme volatility Risk estimation Recurrence interval Distribution Memory
