Review Articles

Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”

Wen Xu ,

a Department of Statistics, Fudan University, Shanghai, People's Republic of China

Huixia Judy Wang

b Department of Statistics, The George Washington University, Washington, DC, USA

Pages 26-30 | Received 04 Mar. 2021, Accepted 04 Mar. 2021, Published online: 04 Mar. 2021,
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