The extremogram: a correlogram for extreme events.
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Bernoulli |
| Volume | 195 |
| Issue number | 4 |
| Pages (from-to) | 977-1009 |
| ISSN | 1350-7265 |
| DOIs | |
| Publication status | Published - 2009 |
ID: 17557836