Pages that link to "Item:Q1937200"
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The following pages link to Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200):
Displaying 8 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
- Max-Linear Competing Factor Models (Q6623161) (← links)
