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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Li, Chenxing"
~subject:"Risikomaß"
~subject:"Statistical distribution"
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TWO-COMPONENT EXTREME VALUE DI...
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Li, Chenxing
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A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
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