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  • Search: subject:"Multivariate maxima of moving maxima"
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Subject
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Empirical distribution 1 Estimation theory 1 Extreme value theory 1 Finance 1 Financial market 1 Finanzmarkt 1 GMM estimator 1 Max-stable process 1 Method of moments 1 Momentenmethode 1 Multivariate Analyse 1 Multivariate Verteilung 1 Multivariate analysis 1 Multivariate distribution 1 Multivariate maxima of moving maxima 1 Multivariate nonlinear time series 1 Parameter estimation 1 Schätztheorie 1 Sparse multivariate maxima of moving maxima model 1 Time series 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Zhang, Zhengjun 2 Zhu, Bin 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun; Zhu, Bin - In: Journal of econometrics 194 (2016) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
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The estimation of M4 processes with geometric moving patterns
Zhang, Zhengjun - In: Annals of the Institute of Statistical Mathematics 60 (2008) 1, pp. 121-150
Persistent link: https://www.econbiz.de/10005622203
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