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THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS
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- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 22 August 2023, pp. 1-50
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CHANGE POINT TESTS FOR THE TAIL INDEX OF β-MIXING RANDOM VARIABLES
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- Journal:
- Econometric Theory / Volume 33 / Issue 4 / August 2017
- Published online by Cambridge University Press:
- 06 June 2016, pp. 915-954
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