Title of article

Multivariate extremes for models with constant conditional correlations

Author/Authors

C t lin St ric ، نويسنده ,

Issue Information

دوماهنامه با شماره پیاپی سال 1999

Pages

39

From page

515

To page

553

Keywords

Multivariate extreme value theory , Foreign exchange , GARCH models , time series

Journal title

Journal of Empirical Finance

Serial Year

1999

Journal title

Journal of Empirical Finance

Record number

130657