Telling tales from the tails: High‐dimensional tail interdependence
| Year of publication: |
2019
|
|---|---|
| Authors: | Polanski, Arnold ; Stoja, Evarist ; Windmeijer, Frank |
| Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 34.2019, 5 (22.05.), p. 779-794
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2708 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082849