The following pages link to (Q4218902):
Displaying 4 items.
- Asymptotically homogeneous iterated random functions with applications to the HARCH process (Q1041395) (← links)
- HARCH processes are heavy tailed (Q1979093) (← links)
- \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails (Q2471670) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)