Tail behavior and OLS estimation in AR-GARCH models (Q3094081)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior and OLS estimation in AR-GARCH models |
scientific article |
Statements
Tail behavior and OLS estimation in AR-GARCH models (English)
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21 October 2011
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ARMA-GARCH
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heavy tails
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tail behavior
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