The behavior of multivariate maxima of moving maxima processes

By Zhengjun Zhang, Richard L. Smith. 2004

74 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/717ae9fc99d147d067b4f108fa511d5361aea8d1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

  1. Stilian A. Stoev
  2. Yizao Wang
  3. Johan Segers
  4. A. C. Davison
  5. Murad S. Taqqu
  6. Zakhar Kabluchko
  7. Martin Schlather
  8. Laurens de Haan

In Finance

  1. Zakhar Kabluchko
  2. A. C. Davison
  3. Johan Segers
  4. Stilian A. Stoev
  5. Yizao Wang
  6. Mathieu Ribatet
  7. Raphaël Huser
  8. Martin Schlather

In Management Science and Operations Research

  1. Stilian A. Stoev
  2. Yizao Wang
  3. Murad S. Taqqu
  4. Johan Segers
  5. Zakhar Kabluchko
  6. Martin Schlather
  7. Laurens de Haan
  8. Zhengjun Zhang

Citations in the corpus