Time-varying extreme value dependence with application to leading European stock markets (Q1647611): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2962881069 / rank | |||
Normal rank | |||
Revision as of 11:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying extreme value dependence with application to leading European stock markets |
scientific article |
Statements
Time-varying extreme value dependence with application to leading European stock markets (English)
0 references
26 June 2018
0 references
angular measure
0 references
bivariate extreme values
0 references
European stock market integration
0 references
risk
0 references
statistics of extremes
0 references
0 references
0 references
