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Statistical Theory and Related Fields Volume 5, 2021 - Issue 1
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Application of autoregressive tail-index model to China's stock market

Jingyu Jia School of Data Science, Fudan University, Shanghai, People's Republic of ChinaView further author information
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Deyuan Lib School of Management, Fudan University, Shanghai, People's Republic of ChinaCorrespondence[email protected]
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Pages 31-34 | Received 08 Dec 2020, Accepted 08 Dec 2020, Published online: 04 Mar 2021

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Zhengjun Zhang. (2021) Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”. Statistical Theory and Related Fields 5:1, pages 45-48.
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Articles from other publishers (1)

Hongmei Lin, Jianhong Shi, Tiejun Tong & Riquan Zhang. (2022) Partially Linear Single-Index Model in the Presence of Measurement Error. Journal of Systems Science and Complexity 35:6, pages 2361-2380.
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