Towards estimating extremal serial dependence via the bootstrapped extremogram.
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Journal of Econometrics |
Volume | 170 |
Pages (from-to) | 142-152 |
ISSN | 0304-4076 |
Publication status | Published - 2012 |
ID: 41835611