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Bayesian Estimation of Extreme Quantiles and the Distribution of Exceedances for Measuring Tail Risk.

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Bibliographic Details
Title: Bayesian Estimation of Extreme Quantiles and the Distribution of Exceedances for Measuring Tail Risk.
Authors: Johnston, Douglas E.1 (AUTHOR)
Source: Journal of Risk & Financial Management. Dec2025, Vol. 18 Issue 12, p659. 16p.
Database: Business Source Ultimate
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Description
ISSN:19118066
DOI:10.3390/jrfm18120659