Interval estimation of the tail index of a GARCH(1,1) model
From MaRDI portal
(Redirected from Publication:1936534)
WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.
WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.