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Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
Qian Hui / Sidney I. Resnick / Tiandong Wang
extreme value theory / hypothesis testingResource overview

Classification of Extremal Dependence in Financial Markets via Bootstrap Inference

Paper2025

by Qian Hui, Sidney I. Resnick, Tiandong Wang

Tags
extreme value theoryhypothesis testingstatistical inference

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Suggested foundations for probability and statistical reasoning. Specialist prerequisites vary by paper.

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  1. Random Variables and Distributions

    Read the distributions and expectations used in probabilistic arguments.

  2. Conditional Expectation

    Interpret expectations after information is observed.

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  1. Confidence Intervals and Hypothesis Testing

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