Tail dependence and heavy tailedness in extreme risks
Work
Year: 2021
Type: article
Authors Liuyan Ji, Ken Seng Tan, Fan Yang
Institutions Nanyang Technological University, University of Waterloo
Cites: 36
Cited by: 16
Related to: 10
FWCI: 2.381
Citation percentile (by year/subfield): 89.5
Subfield: Finance
Domain: Social Sciences
Open Access status: green