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,