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Tail dependence of random variables from ARCH and heavy-tailed bilinear models

✍ Scribed by Jiazhu Pan

Book ID: 111783822
Publisher: SP Science China Press
Year: 2002
Tongue: English
Weight: 206 KB
Volume: 45
Category: Article
ISSN: 1674-7283
DOI: 10.1360/02ys9082

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