Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Muneya Matsui, Rasmus Søndergaard Pedersen
| Year of publication: |
2022
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|---|---|
| Authors: | Matsui, Muneya ; Pedersen, Rasmus Søndergaard |
| Subject: | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466620000584 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013166113