Pages that link to "Item:Q5880168"
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The following pages link to An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168):
Displaying 5 items.
- Separating information maximum likelihood method for high-frequency financial data (Q721137) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← 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)
