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Interval estimation of the tail index of a GARCH(1,1) model

✍ Scribed by Ngai Hang Chan, Liang Peng, Rongmao Zhang

Book ID: 118817848
Publisher: CrossRef test prefix
Year: 2011
Tongue: English
Weight: 610 KB
Volume: 21
Category: Article
ISSN: 1234-5678
DOI: 10.1007/s11749-011-0264-0

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