{"title":"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","authors":"Ting Zhang","doi":"10.1080/24754269.2020.1862587","DOIUrl":null,"url":null,"abstract":"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...","PeriodicalId":22070,"journal":{"name":"Statistical Theory and Related Fields","volume":"5 1","pages":"35 - 36"},"PeriodicalIF":0.7000,"publicationDate":"2021-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/24754269.2020.1862587","citationCount":"1","resultStr":"{\"title\":\"Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’\",\"authors\":\"Ting Zhang\",\"doi\":\"10.1080/24754269.2020.1862587\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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...\",\"PeriodicalId\":22070,\"journal\":{\"name\":\"Statistical Theory and Related Fields\",\"volume\":\"5 1\",\"pages\":\"35 - 36\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2021-01-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1080/24754269.2020.1862587\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistical Theory and Related Fields\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/24754269.2020.1862587\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistical Theory and Related Fields","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/24754269.2020.1862587","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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...