On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- Award ID(s):
- 2012298
- NSF-PAR ID:
- 10227887
- Date Published:
- Journal Name:
- Statistical Theory and Related Fields
- Volume:
- 5
- Issue:
- 1
- ISSN:
- 2475-4269
- Page Range / eLocation ID:
- 1 to 25
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1080/24754269.2020.1856590
