Type of Publication: Article in Journal

Detecting Tail Risk Differences in Multivariate Time Series

Author(s):

Hoga, Y.

Title of Journal:

Journal of Time Series Analysis

Volume (Publication Date):

39 (2018)

pages:

665-689

Digital Object Identifier (DOI):

doi:10.1111/jtsa.12292

Link to complete version:

http://onlinelibrary.wiley.com/doi/10.1111/jtsa.12292/epdf

Citation:

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Abstract

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