Tail index of an AR(1) model with ARCH(1) errors (Q4979320)
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scientific article; zbMATH DE number 6306268
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| English | Tail index of an AR(1) model with ARCH(1) errors |
scientific article; zbMATH DE number 6306268 |
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TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS (English)
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20 June 2014
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0.8520330190658569
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0.8300773501396179
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0.7916757464408875
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0.7864591479301453
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0.7817143797874451
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