مرکز منطقه ای اطلاع رساني علوم و فناوري - Multivariate extremes for models with constant conditional correlations

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 :

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

Link To Document :