Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
Keyword(s):
2021 ◽
Vol 5
(1)
◽
pp. 26-30
Keyword(s):
Keyword(s):
Keyword(s):
Keyword(s):
Keyword(s):
2002 ◽
Vol 26
(5)
◽
pp. 811-835
◽
Keyword(s):
Keyword(s):
2009 ◽
Vol 4
(1)
◽
pp. 15-24
◽
Keyword(s):