Ye Liu

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Ye Liu Q1926387



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Self-consistent estimation of conditional multivariate extreme value distributions
Journal of Multivariate Analysis
2014-04-07Paper
Volatility model selection for extremes of financial time series
Journal of Statistical Planning and Inference
2012-12-28Paper


Research outcomes over time


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