Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029): Difference between revisions

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-.1016/j.jeconom.2012.04.003
@@ Property / DOI: 10.1016/j.jeconom.2012.04.003 / rank @@
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+Towards estimating extremal serial dependence via the bootstrapped extremogram
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+Q4343010
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