Marked point process adjusted tail dependence analysis for high-frequency financial data

DOI:	https://doi.org/10.4310/SII.2015.v8.n1.a10
URL:	https://www.researchgate.net/publication/276781850...
Document Type:	Article
Year of publication:	2015
The title of a journal, publication series:	Statistics and its interface
Volume:	8
Issue number:	1
Page range:	109-122
Place of publication:	Somerville, Mass.
Publishing house:	Internat. Press
ISSN:	1938-7989 , 1938-7997
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Applied Stochastics (Schlather 2012-)
Subject:	310 Statistics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Malinowski, Alexander ; Schlather, Martin ; Zhang, Zhengjun

Google Scholar: Malinowski, Alexander ; Schlather, Martin ; Zhang, Zhengjun

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