22 Key Publications

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  D\textquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2024). Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics, 42(3):903--917.

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  Magnus, JanR. (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):1--23.