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scientific article; zbMATH DE number 1223592
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scientific article; zbMATH DE number 1223592

    Statements

    author
    Paul Embrechts
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    Gennady Samorodnitsky
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    Michel M. Dacorogna
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    Ulrich A. Müller
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    publication date
    20 June 1999
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    zbMATH Keywords
    HARCH process
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    heavy tails
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    stochastic volatility
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    Markov chains
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    Identifiers

    Mathematics Subject Classification ID
    60K30
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    60H25
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    91B28
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    zbMATH DE Number
    1223592
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