Modeling Extreme Risk with Fixed-k Autoregressive Conditional Fréchet Model
Crossref DOI link: https://doi.org/10.1007/s11424-026-4249-1
Published Online: 2026-05-06
Published Print: 2026-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xu, Tao
Sun, Hongfang
Chen, Yu
Text and Data Mining valid from 2026-05-06
Version of Record valid from 2026-05-06
Article History
Received: 7 June 2024
Revised: 1 September 2024
First Online: 6 May 2026
Conflict of Interest
: The authors declare no conflicts of interest.