Author Archives: Konstantinos Gkillas

Introducing the asymmetric time-exceedance model with optimal threshold

Introducing the asymmetric time-exceedance model with optimal threshold This post presents a recent paper by Gkillas, Longin and Tsagkanos (2017). This paper introduces a new model with asymmetric time-exceedance of extreme shocks defined with optimal threshold derived from extreme value … Continue reading

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