Mathematics Genealogy

Static mirror of the Mathematics Genealogy Project

Institution
University of Wisconsin-Madison
Year
2010
Country
United States
MGP identifier
152860

Dissertation: Sparse Moving Maxima Models for Extreme Dependence in Multivariate Financial Time Series

Mathematics Subject Classification: 62—Statistics

Advisors 2

  • Zhengjun ZhangThe University of North Carolina at Chapel Hill · 2002
  • Jun ShaoUniversity of Wisconsin-Madison · 1987

Students 0

No students recorded in this snapshot.

Genealogy