A note on the tails of the GO-GARCH process (Q6537774)
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scientific article; zbMATH DE number 7847424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the tails of the GO-GARCH process |
scientific article; zbMATH DE number 7847424 |
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A note on the tails of the GO-GARCH process (English)
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14 May 2024
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diagnostics
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econometrics
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extreme value methods
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time series
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