Time-varying extreme value dependence with application to leading European stock markets

Daniela Castro, Miguel de Carvalho, Jennifer Wadsworth

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Fingerprint

Dive into the research topics of 'Time-varying extreme value dependence with application to leading European stock markets'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science