Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang

DOI10.1080/24754269.2020.1862589OpenAlexW3120599447MaRDI QIDQ5880058

Yongcheng Qi

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2020.1862589

Mathematics Subject Classification ID

Statistics (62-XX)

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