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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
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
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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
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
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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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