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On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process

✍ Scribed by Ji-Chun Liu

Book ID: 108267327
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 141 KB
Volume: 76
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2006.01.009

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