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Results for statistics of extremes
Publications & Outputs
Time-varying extreme value dependence with applications to leading European stock markets
de Carvalho, M., Castro Camilo, D. &
Wadsworth, J. L.
,
1/03/2018
,
In:
Annals of Applied Statistics.
12
,
1
,
p. 283-309
27 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review