Joint exceedances of the ARCH process

Journal of Applied Probability 2004 / 09 Vol. 41; Iss. 3

Joint exceedances of the ARCH process

Gomes, M. Ivette, de Haan, Laurens, Pestana, Dinis
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Volume:
41
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200020635
Date:
September, 2004
File:
PDF, 117 KB
english, 2004
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