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Zhang, Zhengjun - Department of Statistics, University of Wisconsin at Madison
Category 1: World's best journals Journal of Banking and Finance
Extremal Financial Risk Models and Portfolio Evaluation
On the Estimation and Application of Max-Stable Processes
PAPERS PUBLISHED/ACCEPTED: Theory of Probability and Statistics
PAPERS PUBLISHED/ACCEPTED: Statistical Theory and Methodology
The Annals of Statistics 2008, Vol. 36, No. 2, 10071030
Asymptotically (In)dependent Multivariate Maxima of Moving Maxima Processes
A New Class of Tail-dependent Time Series Models and Its Applications in Financial Time Series
The Behavior of Multivariate Maxima of Moving Maxima Processes
Extreme Co-movements and Extreme Impacts in High Frequency Data in Finance
