A multivariate heavy-tailed distribution for ARCH/GARCH residuals (Q3571963)
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scientific article; zbMATH DE number 5728700
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| English | A multivariate heavy-tailed distribution for ARCH/GARCH residuals |
scientific article; zbMATH DE number 5728700 |
Statements
A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals (English)
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30 June 2010
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0.7964457273483276
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0.7844973206520081
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0.783562958240509
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0.7690579891204834
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0.7611287236213684
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