Open access
3,084
Views
3
CrossRef citations to date
0
Altmetric
Research Article
Testing the Multivariate Regular Variation Model
John H. J. Einmahla Department of Econometrics & OR and CentER, Tilburg University, Tilburg, Netherlandshttps://orcid.org/0000-0001-9009-6891
, Fan Yangb Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, Canada
& Chen Zhouc Department of Econometrics, Erasmus University Rotterdam, Rotterdam, Netherlands;d Economics and Research Division, Bank of The Netherlands, Amsterdam, NetherlandsCorrespondence[email protected]
Pages 907-919
|
Published online: 15 Apr 2020
Reprints and Permissions
Permission is granted subject to the terms of the License under which the work was published. Permission will be required if your reuse is not covered by the terms of the License.
To request a reprint or commercial or derivative permissions for this article, please click on the relevant link below.
For more information please visit our Permissions help page.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.