The tail empirical process for long memory stochastic volatility models with leverage (Q2326064)

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The tail empirical process for long memory stochastic volatility models with leverage
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    The tail empirical process for long memory stochastic volatility models with leverage (English)
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    4 October 2019
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    long memory
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    tail empirical process
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    Hill estimator
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    harmonic mean estimator
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    stochastic volatility
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    leverage
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