Application of Hill Estimator to Assess Extreme Risks in the Metals Market
Rare phenomena are extremely important for risk assessment. The main reason is that their occurrence usually results in significant consequences. There are many methods for identifying such events. Some of these include extreme statistics, which are part
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Krzysztof Jajuga Jacek Batóg Marek Walesiak Editors
Classification and Data Analysis Theory and Applications
Studies in Classification, Data Analysis, and Knowledge Organization
Managing Editors
Editorial Board
Wolfgang Gaul, Karlsruhe, Germany
Daniel Baier, Bayreuth, Germany
Maurizio Vichi, Rome, Italy
Frank Critchley, Milton Keynes, UK
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Reinhold Decker, Bielefeld, Germany Edwin Diday, Paris, France Michael Greenacre, Barcelona, Spain Carlo Natale Lauro, Naples, Italy Jacqueline Meulman, Leiden, The Netherlands Paola Monari, Bologna, Italy Shizuhiko Nishisato, Toronto, Canada Noboru Ohsumi, Tokyo, Japan Otto Opitz, Augsburg, Germany Gunter Ritter, Fakultät für Mathematik u. Informatik, Universität Passau, Passau, Germany Martin Schader, Mannheim, Germany
More information about this series at http://www.springer.com/series/1564
Krzysztof Jajuga Jacek Batóg Marek Walesiak •
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Editors
Classification and Data Analysis Theory and Applications
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Editors Krzysztof Jajuga Department of Financial Investments and Risk Management Wroclaw University of Economics and Business Wroclaw, Poland
Jacek Batóg Institute of Econometrics and Statistics University of Szczecin Szczecin, Poland
Marek Walesiak Department of Econometrics and Computer Science Wroclaw University of Economics and Business Wroclaw, Poland
ISSN 1431-8814 ISSN 2198-3321 (electronic) Studies in Classification, Data Analysis, and Knowledge Organization ISBN 978-3-030-52347-3 ISBN 978-3-030-52348-0 (eBook) https://doi.org/10.1007/978-3-030-52348-0 Mathematics Subject Classification: 62Hxx, 62H25, 62H30, 62H86, 62-07, 62-09, 68Uxx, 68U20, 62Pxx, 62P12, 62P20, 62P25 © Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Switzerland AG The registered company
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