Adaptive procedure for confidence intervals for extreme quantiles from heavy-tailed distributions

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Publication Details

Journal
SPIRE - Sciences Po Institutional REpository
Published
2026-03-02
Primary Topic
Financial Risk and Volatility Modeling
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article
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article

Adaptive procedure for confidence intervals for extreme quantiles from heavy-tailed distributions

A Franchini
SPIRE - Sciences Po Institutional REpository
Financial Risk and Volatility Modeling
article

Adaptive procedure for confidence intervals for extreme quantiles from heavy-tailed distributions

A Franchini
article en

Abstract

No abstract available for this paper.
SPIRE - Sciences Po Institutional REpository
Openalex Percentile: Top 33%
Financial Risk and Volatility Modeling
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Adaptive procedure for confidence intervals for extreme quantiles from heavy-tailed distributions — A Franchini · SPIRE - Sciences Po Institutional REpository (2026) | TGRS Research Map | TGRS