Review Articles

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

Tiandong Wang ,

Department of Statistics, Texas A&M University, College Station, TX, USA

Jun Yan

Department of Statistics, University of Connecticut, Storrs, CT, USA

Pages 38-40 | Received 24 Dec. 2020, Accepted 24 Dec. 2020, Published online: 22 Jan. 2021,
  • Abstract
  • Full Article
  • References
  • Citations

References

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