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ISSN
2475-4269
CN
31-2182/O1
Home
Aims & Scope
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Issue 1, Volume 7, 2023
Issue 4, Volume 6, 2022
Issue 3, Volume 6, 2022
Issue 2, Volume 6, 2022
Issue 1, Volume 6, 2022
Issue 4, Volume 5, 2021
Latest Articles
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Issue 1, Volume 5, 2021
Archives
Issue 1, Volume 7, 2023
Issue 4, Volume 6, 2022
Issue 3, Volume 6, 2022
Issue 2, Volume 6, 2022
Issue 1, Volume 6, 2022
Issue 4, Volume 5, 2021
Latest Articles
Issue 1, Volume 5, 2021
Review Article
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
Zhengjun Zhang
dol:10.1080/24754269.2020.1856590
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On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
Zhengjun Zhang
dol:10.1080/24754269.2020.1856590
Abstract
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Short Communication
Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
Zhengjun Zhang
dol:10.1080/24754269.2021.1871710
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Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
R. L. Smith
dol:10.1080/24754269.2021.1871709
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Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
Tiandong Wang ,
Jun Yan
dol:10.1080/24754269.2020.1869897
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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
dol:10.1080/24754269.2020.1862589
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Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
Ting Zhang
dol:10.1080/24754269.2020.1862587
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Application of autoregressive tail-index model to Chinas stock market
Jingyu Ji ,
Deyuan Li
dol:10.1080/24754269.2020.1862586
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Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
Wen Xu ,
Huixia Judy Wang
dol:10.1080/24754269.2021.1895528
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Articles
Bayesian variable selection via a benchmark in normal linear models
Jun Shao ,
Kam-Wah Tsui ,
Sheng Zhang
dol:10.1080/24754269.2020.1744074
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Efficient estimation of smoothing spline with exact shape constraints
Vincent Chan ,
Kam-Wah Tsui ,
Yanran Wei ,
Zhiyang Zhang ,
Xinwei Deng
dol:10.1080/24754269.2020.1722604
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Nonlinear prediction via Hermite transformation
Tucker McElroy ,
Srinjoy Das
dol:10.1080/24754269.2020.1856589
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