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                                       Details for article 2 of 8 found articles
 
 
  Garch(1,1) process can have arbitrarily heavy power tails
 
 
Title: Garch(1,1) process can have arbitrarily heavy power tails
Author: Klivečka, A.
Surgailis, D.
Appeared in: Lithuanian mathematical journal
Paging: Volume 47 (2007) nr. 2 pages 164-175
Year: 2007
Contents:
Publisher: Springer US, Boston
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 8 found articles
 
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