Xing Yan, Qi Wu, Wen Zhang. Cross-sectional Learning of Extremal Dependence among Financial Assets. In Hanna M. Wallach, Hugo Larochelle, Alina Beygelzimer, Florence d'Alché-Buc, Edward A. Fox, Roman Garnett, editors, Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada. pages 3852-3862, 2019. [doi]
@inproceedings{YanWZ19,
title = {Cross-sectional Learning of Extremal Dependence among Financial Assets},
author = {Xing Yan and Qi Wu and Wen Zhang},
year = {2019},
url = {http://papers.nips.cc/paper/8641-cross-sectional-learning-of-extremal-dependence-among-financial-assets},
researchr = {https://researchr.org/publication/YanWZ19},
cites = {0},
citedby = {0},
pages = {3852-3862},
booktitle = {Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada},
editor = {Hanna M. Wallach and Hugo Larochelle and Alina Beygelzimer and Florence d'Alché-Buc and Edward A. Fox and Roman Garnett},
}