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CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH - MaRDI portal

CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457)

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scientific article; zbMATH DE number 7493780
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English
CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH
scientific article; zbMATH DE number 7493780

    Statements

    title
    CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (English)
    0 references
    publication date
    21 March 2022
    0 references
    cites work
    Q5525727
    0 references
    GARCH Models
    0 references
    Q4902474
    0 references
    Q3794785
    0 references
    Heavy-Tail Phenomena
    0 references

    Identifiers

    zbMATH DE Number
    7493780
    0 references
    arXiv ID
    1902.08364
    0 references
    OpenAlex ID
    W3128760924
    0 references
     
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