ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES (Q3408523)

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ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES
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    title
    ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES (English)
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    author
    Ji-Chun Liu
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    publication date
    14 November 2006
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    Mathematics Subject Classification ID
    62M10
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    60G10
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    62G32
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    zbMATH DE Number
    5071779
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