Z. Zhang. Volume 20, Part 2, chapter A New Class of Tail-dependent Time-Series Models and Its Applications
in Financial Time Series, page 317--352. JAI, (2006)
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%0 Book Section
%1 Zhang2006
%A Zhang, Zhengjun
%D 2006
%I JAI
%K imported
%P 317--352
%T Advances in Econometrics
%U http://www.sciencedirect.com/science/article/B75F0-4HVWVC1-P/1/fe3210925003a4f1ad37a6eaa4d70122
%V Volume 20, Part 2
%& A New Class of Tail-dependent Time-Series Models and Its Applications
in Financial Time Series
@inbook{Zhang2006,
added-at = {2008-04-22T13:37:12.000+0200},
author = {Zhang, Zhengjun},
biburl = {https://www.bibsonomy.org/bibtex/2589d69fe88969de0d42441c2ba4f3f37/smicha},
chapter = {A New Class of Tail-dependent Time-Series Models and Its Applications
in Financial Time Series},
description = {Advances in Econometrics},
interhash = {fc4e4f025420a1ca455ca58a825da08b},
intrahash = {589d69fe88969de0d42441c2ba4f3f37},
keywords = {imported},
pages = {317--352},
publisher = {JAI},
timestamp = {2008-04-22T13:37:17.000+0200},
title = {Advances in Econometrics},
url = {http://www.sciencedirect.com/science/article/B75F0-4HVWVC1-P/1/fe3210925003a4f1ad37a6eaa4d70122},
volume = {Volume 20, Part 2},
year = 2006
}
