A note on the tails of the GO-GARCH process

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DOI10.1002/sta4.41MaRDI QIDQ6537774

Nelson Muriel

Publication date: 14 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

time series diagnostics econometrics extreme value methods

Mathematics Subject Classification ID

Statistics (62-XX)

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