关于“用非线性时间序列模型和尾部相关测度研究极值与系统风险”的讨论

IF 0.7 Q3 STATISTICS & PROBABILITY
Ting Zhang
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引用次数: 1

摘要

我祝贺并感谢作者对极端事件和尾部依赖模型的经典方法和现代发展进行了系统而彻底的回顾。。。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
I congratulate and thank the author for providing a systematic and thorough review of both classical approaches and modern developments on the modelling of extremal events and tail dependence in th...
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来源期刊
CiteScore
0.90
自引率
20.00%
发文量
21
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