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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Tail and dependence behavior of levels that persist for a fixed period of time

Participants in the publication
Ferreira, M. (Author)
Canto e Castro, L. (Author)
Dep. Estatística e Investigação Operacional
CEAUL

Date of Publication
2008

Where published
EXTREMES

Publication Identifiers
ISSN - 1386-1999
eISSN - 1572-915X

Volume
11
Number
2

Starting page
113
Last page
133

Document Identifiers
DOI - https://doi.org/10.1007/s10687-007-0046-y

Rankings
SCIMAGO Q1 (2008) - 0.943 - Economics, Econometrics and Finance (miscellaneous)
SCIMAGO Q1 (2008) - 0.943 - Engineering (miscellaneous)
SCIMAGO Q2 (2008) - 0.943 - Statistics and Probability


Export

APA
Ferreira, M., Canto e Castro, L., (2008). Tail and dependence behavior of levels that persist for a fixed period of time. EXTREMES, 11, 113-133. ISSN 1386-1999. eISSN 1572-915X.

IEEE
Ferreira, M., Canto e Castro, L., "Tail and dependence behavior of levels that persist for a fixed period of time" in EXTREMES, vol. 11, pp. 113-133, 2008. 10.1007/s10687-007-0046-y

BIBTEX
@article{10210, author = {Ferreira, M. and Canto e Castro, L.}, title = {Tail and dependence behavior of levels that persist for a fixed period of time}, journal = {EXTREMES}, year = 2008, pages = { 113-133}, volume = 11 }