On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process |
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On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (English)
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4 August 2006
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heavy-tail distribution
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Box-Cox transformation
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strict stationarity
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existence of moments
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