Search Results - Scarrott, C.

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  1. 1
    Extreme value modelling for forecasting market crisis impacts

    Extreme value modelling for forecasting market crisis impacts by Zhao, X., Scarrott, C., Oxley, Leslie, Reale, M.

    Published 2010
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  2. 2
    GARCH dependence in extreme value models with Bayesian inference

    GARCH dependence in extreme value models with Bayesian inference by Zhao, X., Scarrott, C., Oxley, Leslie, Reale, M.

    Published 2011
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