Pages that link to "Item:Q308364"
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The following pages link to Copula structured M4 processes with application to high-frequency financial data (Q308364):
Displaying 8 items.
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← 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)
- Copula estimation for nonsynchronous financial data (Q6108882) (← links)
