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multivariate modeling

1 paper

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Co-occurring keywords · papers mentioning both

financial return (1) garch model (1) extreme value theory (1) tail dependence (1) financial modeling (1) heavy-tailed distribution (1) financial time series (1) multivariate analysis (1) probabilistic modeling (1)

Papers

Cross-sectional Learning of Extremal Dependence among Financial Assets NeurIPS 2019