On tail behavior of nonlinear autoregressive functional...

On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations

Jiazhu Pan, Guangxu Wu
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Volume:
48
Year:
2005
Language:
english
Pages:
13
DOI:
10.1360/02ys0246
File:
PDF, 191 KB
english, 2005
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