Rare Events, Temporal Dependence and the Extremal Index

J.J.J. Segers
Additional contact information
J.J.J. Segers: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 3310c9951d5/download (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:04952d0f-2b24-44ad-bf07-f4e49e873ac7

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().