# Towards estimating extremal serial dependence via the bootstrapped extremogram

**Type:** Papers  
**Canonical URL:** https://scholariq.org/papers/towards-estimating-extremal-serial-dependence-via-the-bootstrapped-extremogram/

## Facts

| Field | Value |
| --- | --- |
| Author Names | Richard A. Davis,Thomas Mikosch,Ivor Cribben |
| Citations | 65 |
| DOI | 10.1016/j.jeconom.2012.04.003 |
| Fields | Economics, Econometrics and Finance |
| Open Access | false |
| OA Status | closed |
| OpenAlex ID | https://openalex.org/W2052450848 |
| Type | article |
| Year | 2012 |

## Paper authors

- [Ivor Cribben](https://scholariq.org/researchers/ivor-cribben/)

## Paper primary topic

- [Monetary Policy and Economic Impact](https://scholariq.org/topics/monetary-policy-and-economic-impact/)

## Paper topics

- [Monetary Policy and Economic Impact](https://scholariq.org/topics/monetary-policy-and-economic-impact/)
- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)
- [Market Dynamics and Volatility](https://scholariq.org/topics/market-dynamics-and-volatility/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.