Time-varying extreme value dependence with application to leading European stock markets (Q1647611): Difference between revisions
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Revision as of 21:17, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying extreme value dependence with application to leading European stock markets |
scientific article |
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Time-varying extreme value dependence with application to leading European stock markets (English)
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26 June 2018
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angular measure
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bivariate extreme values
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European stock market integration
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risk
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statistics of extremes
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