The extremogram: a correlogram for extreme events.

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@article{962c84a0171b11df8ed1000ea68e967b,

title = "The extremogram: a correlogram for extreme events.",

author = "Davis, {Richard A.} and Mikosch, {Thomas Valentin}",

year = "2009",

doi = "10.3150/09-BEJ213",

language = "English",

volume = "195",

pages = "977--1009",

journal = "Bernoulli",

issn = "1350-7265",

publisher = "International Statistical Institute",

number = "4",

}