Rare-event asymptotics for the number of exceedances of multiplicative factor models
Crossref DOI link: https://doi.org/10.1007/s10687-015-0222-4
Published Online: 2015-07-24
Published Print: 2015-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Robert, Christian Y.
Text and Data Mining valid from 2015-07-24