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cond-mat.str-el2022★ 14 cited
Controlling charge density order in 2H-TaSe using a van Hove singularity
W. R. B. Luckin, Y. Li, J. Jiang +7
We report on the interplay between a van Hove singularity and a charge density wave state in 2H-TaSe. We use angle-resolved photoemission spectroscopy to investigate changes…
q-fin.ST2022★ 9 cited
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models
Matthew F. Tomlinson, David Greenwood, Marcin Mucha-Kruczynski
Conditional extreme value theory (EVT) methods promise enhanced forecasting of the extreme tail events that often dominate systemic risk. We present an improved two-tailed peaks-ov…