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Evaluation of extremal properties of GARCH(p,q) processes (2019)

First Author: Laurini F

Attributed to: CoSInES (COmputational Statistical INference for Engineering and Security) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1908.06835

Publication URI: https://arxiv.org/abs/1908.06835

Type: Preprint