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Modeling multivariate extreme events using self-exciting point processes
Grothe, Oliver, Korniichuk, Volodymyr, Manner, HansVolume:
182
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.03.011
Date:
October, 2014
File:
PDF, 1.70 MB
english, 2014