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Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets - MaRDI portal

Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets

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Publication:6617811

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DOI10.1080/07350015.2020.1737083zbMath1547.62985MaRDI QIDQ6617811

Zifeng Zhao

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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