{"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":1.3000,"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}
引用次数: 1
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...
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