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Point process based models for bivariate extreme values: an application to financial data

Title
Point process based models for bivariate extreme values: an application to financial data
Type
Article in International Conference Proceedings Book
Year
2007
Authors
Alexandra Ramos
(Author)
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Anthony Ledford
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Conference proceedings International
Pages: 3629-3636
56th Session of the International Statistical Institute
Scientific classification
FOS: Natural sciences > Mathematics
Other information
Language: English
Type (Professor's evaluation): Scientific
Notes: http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf
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