2026-10-14T08:34:15Z https://www.scidb.cn/oai

10.57760/sciencedb.j00207.00031 2025-06-27T15:25:16Z

2025-06-27 Supplementary of 'Modeling Extreme Risk with Fixed-k Autoregressive Conditional Fr´echet Model' doi:10.57760/sciencedb.j00207.00031 en The supplementary material contains (i) the proofs of all theoretical results in the article,which are presented in S.1–S.5; (ii) the extended simulation results of Simulation 5.1 in S.6;(iii) the extra visual results of real data applications in S.7. extreme value theory; risk management; Autoregressive modeL XU Tao SUN Hongtang CHEN Yu PUBLIC https://creativecommons.org/licenses/by-nc/4.0/ dataset Science Data Bank