Type of Publication: Article in Journal

Modeling Time-Varying Tail Dependence, With Application to Systemic Risk Forecasting - (Forthcoming)

Author(s):
Hoga, Y.
Title of Journal:
Journal of Financial Econometrics
Publication Date:
2021
pages:
1-30
Digital Object Identifier (DOI):
doi:10.1093/jjfinec/nbaa043
Citation:
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