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