Clustering Extreme Value Indices in Large Panels

^*Corresponding author for this work

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Papers Series
Volume	25-029/III

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@techreport{59ea5ac8c3694c9ab99699753ab1a733,

title = "Clustering Extreme Value Indices in Large Panels",

author = "Chenhui Wang and Cai, \{Juan Juan\} and Yicong Lin and Julia Schaumburg",

year = "2025",

language = "English",

series = "TI Discussion Papers Series",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}