The following pages link to (Q4450667):
Displaying 17 items.
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- (Q3639769) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
- Sub-asymptotic motivation for new conditional multivariate extreme models (Q6541814) (← links)
- Similarity-based clustering for patterns of extreme values (Q6548801) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)
