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Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng; Zhang, Zhengjun; Chen, Rong - In: Journal of econometrics 207 (2018) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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Financial statistics and risk management : an overview
Chen, Rong; Mykland, Per A.; Yao, Qiwei - In: Journal of econometrics 194 (2016) 2, pp. 203-204
Persistent link: https://www.econbiz.de/10011705103
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Financial statistics and risk management
Chen, Rong (ed.); Mykland, Per A. (ed.); Yao, Qiwei (ed.) - 2016
Persistent link: https://www.econbiz.de/10011705221