vix.ing · top · new · best · stats · spec

Rapp, Albert

  1. Long Memory of Max-Stable Time Series as Phase Transition: Asymptotic Behaviour of Tail Dependence Estimators
    2023/05/17 by Marco Oesting, Oesting, Marco, Albert Rapp +1 · 1 citation
    Economics, Econometrics and Finance · #60F05 #60G70 #62M10 #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistics Theory (math.ST)