Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2006.10597411
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3. Dependence structures for multivariate high-frequency data in finance
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