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Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model

Published Online: 2024-05-04

Published Print: 2025-03

Authors

An, Hongyu

Tian, Boping
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Text and Data Mining valid from 2024-05-04

Version of Record valid from 2024-05-04
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Article History

Accepted: 16 March 2024

First Online: 4 May 2024

Declarations

:

: The authors have no relevant financial or non-financial interest to disclose.

Document is current