Modeling extreme events: time-varying extreme tail shape

Bernd Schwaab, Xin Zhang, Andre Lucas

Research output: Working paper / Preprint › Working paper › Professional

Name	TI discussion paper series
No.	20-076/III

Access to Document

@techreport{089ceaf907f14860b05acb58053f2a44,

title = "Modeling extreme events: time-varying extreme tail shape",

author = "Bernd Schwaab and Xin Zhang and Andre Lucas",

year = "2020",

month = nov,

day = "10",

language = "English",

volume = "20",

series = "TI discussion paper series",

publisher = "Tinbergen Instituut",

number = "20-076/III",

edition = "076/III",

type = "WorkingPaper",

institution = "Tinbergen Instituut",

}