Time-varying extreme value dependence with application to leading European stock markets
Castro-Camilo, Daniela, de Carvalho, Miguel, Wadsworth, JenniferVolume:
12
Language:
english
Journal:
The Annals of Applied Statistics
DOI:
10.1214/17-AOAS1089
Date:
March, 2018
File:
PDF, 2.20 MB
english, 2018