Affiliation:
1. Faculty of Economics and Business Administration; University of Duisburg-Essen; Essen Germany
Funder
Deutsche Forschungsgemeinschaft
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference59 articles.
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2. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model;Bollerslev;The Review of Economics and Statistics,1990
3. Estimation of extreme risk regions under multivariate regular variation;Cai;The Annals of Statistics,2011
Cited by
13 articles.
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