Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
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Publication:712533
DOI10.1016/j.spl.2012.06.030zbMath1312.62116MaRDI QIDQ712533
Publication date: 17 October 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.030
62P20: Applications of statistics to economics
62M15: Inference from stochastic processes and spectral analysis
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Cites Work
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