Type of Publication: Article in Journal

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

Author(s):

Hoga, Y.

Title of Journal:

Journal of Financial Econometrics

Volume (Publication Date):

20 (2022)

Number of Issue:

5

pages:

1007-1037

Digital Object Identifier (DOI):

doi:10.1093/jjfinec/nbaa043

Citation:

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