【作者(必填)】Alexander Malinowski (Institute for Mathematics, University of Mannheim, Germany)

Martin Schlather (Institute for Mathematics, University of Mannheim, Germany)

Zhengjun Zhang (Department of Statistics, University of Wisconsin, Madison, Wisc., U.S.A.)


【文题(必填)】Marked point process adjusted tail dependence analysis for high-frequency financial data

【年份(必填)】2015

【全文链接或数据库名称(选填)】http://www.intlpress.com/site/pu ... ols/0008/0001/a010/