Review Articles

Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang

Yongcheng Qi

Department of Mathematics and Statistics, University of Minnesota Duluth, Duluth, MN, USA

Pages 37 | Received 08 Dec. 2020, Accepted 08 Dec. 2020, Published online: 07 Jan. 2021,
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