Chasing Black Swans: A Comparative Study of Two Random Forest Tail Risk Estimators for Financial Market Applications

Additional Metadata
Keywords	Random Forests; Extreme Value Theory; Extremal Random Forests; Generalized Random Forests; Financial Market Risk; Value-at-Risk.
Thesis Advisor	Zhou, C
Persistent URL	hdl.handle.net/2105/73022
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	Weerdt, D.R. van der. (2024, April 11). Chasing Black Swans: A Comparative Study of Two Random Forest Tail Risk Estimators for Financial Market Applications. Econometrie. Retrieved from http://hdl.handle.net/2105/73022

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