Interval estimation of the tail index of a GARCH(1,1) model (Q1936534)
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scientific article; zbMATH DE number 6134620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interval estimation of the tail index of a GARCH(1,1) model |
scientific article; zbMATH DE number 6134620 |
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Interval estimation of the tail index of a GARCH(1,1) model (English)
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5 February 2013
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empirical likelihood
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