HARCH Processes are Heavy Tailed

Extremes 1999 / 03 Vol. 2; Iss. 1

HARCH Processes are Heavy Tailed

Paul Embrechts, Rudolf Gru¨bel
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Volume:
2
Language:
english
Pages:
7
Journal:
Extremes
DOI:
10.1023/a:1009972311258
Date:
March, 1999
File:
PDF, 69 KB
english, 1999
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