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The tail empirical process for long memory stochastic volatility sequences

✍ Scribed by Rafał Kulik; Philippe Soulier

Book ID: 108266938
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 561 KB
Volume: 121
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2010.09.001

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