Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang - Issue 1, Volume 5, 2021 - Statistical Theory and Related Fields

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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

yqi@d.umn.edu

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

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References
Citations

Zhengjun Zhang. (2021) Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”. Statistical Theory and Related Fields 5:1, pages 45-48.