Tail behavior and dependence structure in the APARCH model (Q1695685)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior and dependence structure in the APARCH model |
scientific article |
Statements
Tail behavior and dependence structure in the APARCH model (English)
0 references
7 February 2018
0 references
time series models
0 references
heavy tails
0 references
leverage effect
0 references
estimation
0 references
0 references
0 references
0 references
0 references
