L. Mhalla

Related

• Extremal connectedness of hedge funds
• Discussion of 'Graphical models for extremes' by Sebastian Engelke and Adrien S. Hitz
• Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures
• Extremal Connectedness and Systemic Risk of Hedge Funds
• Causal mechanism of extreme river discharges in the upper Danube basin network
• Causal mechanism of extreme river discharges in the upper Danube basin network
• Tail risk and style dependence in the fund industry: a multivariate extreme value approach
• Quantile-based approaches for tail causality
• Exceedance-based nonlinear regression of tail dependence
• Regression-type models for extremal dependence
• Exceedance-based nonlinear regression of residual dependence in extremes
• Regression type models for extremal dependence
• Non-Linear Models for Extremal Dependence
• Semi-parametric estimation of non-stationary Pickands dependence functions
• Tracking changes in spatiotemporal extreme precipitation patterns during hurricane season