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Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models.

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Title: Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models.
Authors: Bień‐Barkowska, Katarzyna1 (AUTHOR) Katarzyna.Bien@sgh.waw.pl
Source: Applied Stochastic Models in Business & Industry. Mar2024, Vol. 40 Issue 2, p262-280. 19p.
Database: Mathematics Source
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ISSN:15241904
DOI:10.1002/asmb.2759