Tail Risk Modeling and the GPD: The P > N Case

Additional Metadata
Keywords	EVT; VaR; GAMLSS; GPD; PCR; gradient boosting; stability selection.
Thesis Advisor	Franses, PHBF
Persistent URL	hdl.handle.net/2105/65816
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Heer, J.P.P. de. (2022, December 5). Tail Risk Modeling and the GPD: The P > N Case. Econometrie. Retrieved from http://hdl.handle.net/2105/65816

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