Inference on the tail process with application to financial time series modeling
Work
Year: 2018
Type: article
Source: Journal of Econometrics
Institutions Columbia University, Universität Hamburg, UCLouvain
Cites: 19
Cited by: 22
Related to: 10
FWCI: 3.567
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed