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David Greenwood — most-cited papers & profile · Time Series
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David Greenwood
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Most-cited papers
Asymmetric excitation of left- and right-tail extreme events probed using a Hawkes model: application to financial returns
2020
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models
2022
Top co-authors
Marcin Mucha-Kruczynski
· 2
Matthew F. Tomlinson
· 2
Topics
Domain — Finance
Probabilistic