Wu, Jian, Zhengjun Zhang, and Yong Zhao. “Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory”. Journal of Reviews on Global Economics 1 (September 6, 2012): 62–81. Accessed November 23, 2024. https://mail.lifescienceglobal.com/pms/index.php/jrge/article/view/964.