On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations

✍ Scribed by Jiazhu Pan; Guangxu Wu

• Book ID: 111783730
• Publisher: SP Science China Press
• Year: 2005
• Tongue: English
• Weight: 191 KB
• Volume: 48
• Category: Article
• ISSN: 1674-7283
• DOI: 10.1360/02ys0246