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

First Author: Laurini Fabrizio
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: http://dx.doi.org/10.48550/arxiv.1908.06835

Type: Journal Article/Review

Parent Publication: arXiv e-prints