Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach

تحقیقات مالی

Seyed Jalal Tabatabaei¹  Alireza Pakgohar² 

[1] , Assistant Prof., Department of Financial Management, Faculty of Management, Payame Noor University, Yazd, Iran.;Assistant Prof., Department of Statistics, Faculty of Statistics, Payame Noor University, Yazd, Iran.;

关键词: spectral analysis;    periodogram;    extreme losses values;    volatilities;   

DOI  :  10.22059/frj.2020.299591.1007004

来源: DOAJ

【 授权许可】

Unknown