Resources Policy · 2023 · 31 citations · 88 references
Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsInternational FinanceAsset PricingChinese Stock MarketMarket TrendManagementBusinessInternational Oil PricesGarch-evt-copula-covar ApproachInternational RiskFinanceHigh-frequency Financial Econometrics
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Oil and the Macroeconomy since World War II
James D. Hamilton · Journal of Political Economy · 1983 · 3.7K citations
Statistical Inference Using Extreme Order Statistics
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