J.H.J. Einmahl
- A continuous updating weighted least squares estimator of tail dependence in high dimensions
2016/01/19 by John H. J. Einmahl, J.H.J. Einmahl, Anna Kiriliouk +4 · 5 citations
Economics, Econometrics and Finance · Mathematics · #62G30 #62G32 #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Monetary Policy and Economic Impact #msc:62G30 #msc:62G32 #stat.ME