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