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Such models are used to describe the log-return process in financial asset market price modeling. Denote by \\(R_\\infty\\) the distributional limit of \\(R_n\\) (if it exists). It is shown that if \\(c_1>0\\) and \\(\\Pr(\\varepsilon^2>c_1^{-1})>0\\), then  \\[  \\liminf_{r\\to\\infty} { \\log\\Pr\\{|R_\\infty|>r\\} \\over \\log r } >-\\infty,  \\]  i.e. \\(R_\\infty\\) is a heavy tailed 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