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Archives

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
Abstract Full Text PDF More Citation

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 Full Text PDF More Citation
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
Abstract Full Text PDF More Citation

Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang

R. L. Smith
dol:10.1080/24754269.2021.1871709
Abstract Full Text PDF More Citation

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
Abstract Full Text PDF More Citation

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
Abstract Full Text PDF More Citation

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
Abstract Full Text PDF More Citation

Application of autoregressive tail-index model to Chinas stock market

Jingyu Ji ,
Deyuan Li
dol:10.1080/24754269.2020.1862586
Abstract Full Text PDF More Citation

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
Abstract Full Text PDF More Citation
Articles

Bayesian variable selection via a benchmark in normal linear models

Jun Shao ,
Kam-Wah Tsui ,
Sheng Zhang
dol:10.1080/24754269.2020.1744074
Abstract Full Text PDF More Citation

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
Abstract Full Text PDF More Citation

Nonlinear prediction via Hermite transformation

Tucker McElroy ,
Srinjoy Das
dol:10.1080/24754269.2020.1856589
Abstract Full Text PDF More Citation

Authors

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