Regular variation of GARCH processes
Authors:
- Bojan BasrakBBBojan Basrak
- Richard A. DavisRDRichard A. Davis
- Thomas MikoschTMThomas Mikosch
- 1 May 2002
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 99 (1) , 95-115
Abstract
No abstract availableKeywords
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