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Modeling multivariate extreme value distributions via Markov trees. (2024). Hu, Shuang ; Segers, Johan ; Peng, Zuoxiang.
In: Scandinavian Journal of Statistics.
RePEc:bla:scjsta:v:51:y:2024:i:2:p:760-800.

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  1. Classification of Extremal Dependence in Financial Markets via Bootstrap Inference. (2025). Hui, Qian ; Wang, Tiandong ; Resnick, Sidney I.
    In: Papers.
    RePEc:arx:papers:2506.04656.

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