Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811)
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scientific article; zbMATH DE number 7925251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets |
scientific article; zbMATH DE number 7925251 |
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Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (English)
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11 October 2024
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