Advanced search
Publication Cover
Journal of Business & Economic Statistics Volume 40, 2022 - Issue 2
Submit an article Journal homepage
538
Views
3
CrossRef citations to date
0
Altmetric
Articles

Fixed-k Inference for Conditional Extremal Quantiles

Yuya Sasakia Department of Economics, Vanderbilt University, Nashville, TN; Correspondence[email protected]
View further author information
&
Yulong Wangb Department of Economics, Syracuse University, Syracuse, NYView further author information
Pages 829-837 | Published online: 04 Feb 2021

Citations (3)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Yuya Sasaki & Yulong Wang. (2023) Extreme Changes in Changes. Journal of Business & Economic Statistics 0:0, pages 1-13.
Read now

Articles from other publishers (2)

João Nicolau, Paulo M.M. Rodrigues & Marian Z. Stoykov. (2023) Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. Journal of Econometrics 235:2, pages 2266-2284.
Crossref
William C. Horrace & Yulong Wang. (2022) Nonparametric tests of tail behavior in stochastic frontier models. Journal of Applied Econometrics 37:3, pages 537-562.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.