25-029/III - Clustering Extreme Value Indices in Large Panels
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AuthorsChenhui Wang, Vrije Universiteit Amsterdam; Juan Juan Cai, Vrije Universiteit Amsterdam; Yicong Lin, Vrije Universiteit Amsterdam; Julia Schaumburg, Vrije Universiteit Amsterdam
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Publication dateApril 25, 2025
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JELC1, C23, C38