Componentwise different tail solutions for bivariate stochastic recurrence equations -- with application to GARCH(1,1) processes --

19 June 2017

Papers citing "Componentwise different tail solutions for bivariate stochastic recurrence equations -- with application to GARCH(1,1) processes --"

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Title
On the tail behavior of a class of multivariate conditionally heteroskedastic processes R. Pedersen Olivier Wintenberger 63 8 0 18 Jan 2017