Tail dependence of random variables from ARCH and...

Science China Mathematics 2002 / 06 Vol. 45; Iss. 6

Tail dependence of random variables from ARCH and heavy-tailed bilinear models

Jiazhu Pan
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Volume:
45
Language:
english
Pages:
12
DOI:
10.1360/02ys9082
Date:
June, 2002
File:
PDF, 206 KB
english, 2002
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