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Grothe, Oliver, Korniichuk, Volodymyr and Manner, Hans (2014). Modeling multivariate extreme events using self-exciting point processes. J. Econom., 182 (2). S. 269 - 290. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895
Korniichuk, Volodymyr (2014). Contributions to Modeling Extreme Events on Financial and Electricity Markets. PhD thesis, Universität zu Köln.