TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS
| Year of publication: |
2013
|
|---|---|
| Authors: | Chan, Ngai Hang ; Li, Deyuan ; Peng, Liang ; Zhang, Rongmao |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 29.2013, 05, p. 920-940
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |