Tail behavior and dependence structure in the APARCH model (Q1695685)
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scientific article; zbMATH DE number 6835930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior and dependence structure in the APARCH model |
scientific article; zbMATH DE number 6835930 |
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Tail behavior and dependence structure in the APARCH model (English)
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7 February 2018
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time series models
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heavy tails
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leverage effect
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estimation
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0.87502944
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0.86830753
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0.86613256
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0.85514545
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0.8476461
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0.8473587
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0.8471052
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0.84583086
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