✦ LIBER ✦
Sparse moving maxima models for tail dependence in multivariate financial time series
✍ Scribed by Tang, Rui; Shao, Jun; Zhang, Zhengjun
- Book ID
- 121453171
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 490 KB
- Volume
- 143
- Category
- Article
- ISSN
- 0378-3758
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