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Articles
Modeling Extreme Events: Time-Varying Extreme Tail Shape
Enzo D’Innocenzoa University of Bologna, Bologna, Italy
https://orcid.org/0000-0002-6040-8783
André Lucasb Vrije Universiteit Amsterdam, Amsterdam, The NetherlandsCorrespondence[email protected]
https://orcid.org/0000-0003-2807-1102
Bernd Schwaabc Financial Research, European Central Bank, Frankfurt, Germany
https://orcid.org/0000-0003-4283-5228
Xin Zhangd Sveriges Riksbank, Stockholm, Sweden
https://orcid.org/0000-0001-8718-6730
Pages 903-917
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Published online: 20 Oct 2023
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