Miguel de Carvalho
- Tracking change-points in multivariate extremes
2020/11/10 by Miguel de Carvalho, de Carvalho, Miguel, Manuele Leonelli +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Methodology (stat.ME) #Statistical Finance (q-fin.ST) #Statistical Methods and Inference