Pages that link to "Item:Q3571989"
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The following pages link to A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series (Q3571989):
Displaying 6 items.
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- A new quantile function based model for modeling price behaviors in financial markets (Q660066) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
- On tail dependence matrices. The realization problem for parametric families (Q2191424) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)