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Results: 1
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Authors:
Zhang, Rongmao Li, Chenxue Peng, Liang
Citation:
Zhang, Rongmao et al., Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors, Econometric reviews , 38(2), 2019, pp. 151-169
Risultati:
1-1
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