Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes

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Publication:2103984

DOI10.1007/s11222-022-10164-5zbMath1499.62022OpenAlexW4308042372MaRDI QIDQ2103984

Jonathan A. Tawn, Paul Fearnhead, Fabrizio Laurini

Publication date: 9 December 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-022-10164-5




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