Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029)
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scientific article; zbMATH DE number 6714749
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| English | Towards estimating extremal serial dependence via the bootstrapped extremogram |
scientific article; zbMATH DE number 6714749 |
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Towards estimating extremal serial dependence via the bootstrapped extremogram (English)
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12 May 2017
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extremogram
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extremal dependence
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stationary bootstrap
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financial time series
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0.824287474155426
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0.8047078847885132
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0.7838557362556458
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0.7743008136749268
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