2025-02-23T09:41:10-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-4488%22&qt=morelikethis&rows=5
2025-02-23T09:41:10-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-4488%22&qt=morelikethis&rows=5
2025-02-23T09:41:10-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-23T09:41:10-05:00 DEBUG: Deserialized SOLR response
Measures of financial risks and market crashes
The problem of particular importance in financial risk management is forecasting the magnitude of a market crash. We address this problem using statistical inference on heavy–tailed distributions. Our approach involves accurate estimates of the tail index, extreme quantiles, and the mean excess func...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4488 |
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2025-02-23T09:41:10-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-4488%22&qt=morelikethis
2025-02-23T09:41:10-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-4488%22&qt=morelikethis
2025-02-23T09:41:10-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-23T09:41:10-05:00 DEBUG: Deserialized SOLR response