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Grant B. Weller
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
High Frequencies
Subband
Extreme Value Theory
Discrete Wavelet Transform
Top Venues
Model. Assist. Stat. Appl.
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Publications
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Mingyu Tang
,
Grant B. Weller
Bivariate tail risk analysis for high-frequency returns via extreme value theory.
Model. Assist. Stat. Appl.
12 (1) (2017)