Extremal dependence measure and extremogram: the regularly varying case
Work
Year: 2011
Type: article
Source: Extremes
Authors Martin Larsson, Sidney I. Resnick
Institution Cornell University
Cites: 31
Cited by: 38
Related to: 10
FWCI: 0.586
Citation percentile (by year/subfield): 91.92
Subfield: Finance
Domain: Social Sciences
Open Access status: closed