Work

Modeling Dependence and Tails of Financial Time Series

Year: 2003

Type: book-chapter

Source: Monographs on statistics and applied probability

DOI: 10.1201/9780203483350.ch5

Author: Thomas Mikosch

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1608358328

FWCI: 12.07

Cites:

Cited by: 77

Related to: 10