ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES

Econometric Theory 2006 / 10 Vol. 22; Iss. 5

ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES

Liu, Ji-Chun
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Volume:
22
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466606060397
Date:
October, 2006
File:
PDF, 99 KB
english, 2006
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