Clustering of extremes in financial returns: A study of developed and emerging markets
Year of publication: |
2020
|
---|---|
Authors: | Alokley, Sara Ali ; Albarrak, Mansour Saleh |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 13.2020, 7, p. 1-11
|
Publisher: |
Basel : MDPI |
Subject: | clustering | dependency | extermal index | extremes | returns |
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