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Testing the multivariate regular variation model
Einmahl, John H. J.; Yang, Fan; Chen Zhou - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
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Testing the multivariate regular variation model
Einmahl, John H. J.; Yang, Fan; Chen Zhou - 2018
Persistent link: https://www.econbiz.de/10011920524
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Asymptotic analysis of portfolio diversification
Cui, Hengxin; Tan, Ken Seng; Yang, Fan; Chen Zhou - In: Insurance / Mathematics & economics 106 (2022), pp. 302-325
Persistent link: https://www.econbiz.de/10013380569