Review Articles

Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’

Ting Zhang

Boston University, Boston, MA, USA

tingz@bu.edu

Pages 35-36 | Received 08 Dec. 2020, Accepted 08 Dec. 2020, Published online: 12 Jan. 2021,
  • Abstract
  • Full Article
  • References
  • Citations

References

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