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Journal of Business & Economic Statistics Volume 42, 2024 - Issue 3
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Articles

Modeling Extreme Events: Time-Varying Extreme Tail Shape

Enzo D’Innocenzoa University of Bologna, Bologna, ItalyORCID Iconhttps://orcid.org/0000-0002-6040-8783
ORCID Icon,
André Lucasb Vrije Universiteit Amsterdam, Amsterdam, The NetherlandsCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-2807-1102
ORCID Icon,
Bernd Schwaabc Financial Research, European Central Bank, Frankfurt, GermanyORCID Iconhttps://orcid.org/0000-0003-4283-5228
ORCID Icon &
Xin Zhangd Sveriges Riksbank, Stockholm, SwedenORCID Iconhttps://orcid.org/0000-0001-8718-6730
ORCID Icon
Pages 903-917 | Published online: 20 Oct 2023

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