Tails and Extremal Behaviour of Stochastic Unit Root Models
| Year of publication: |
2001
|
|---|---|
| Authors: | Gourieroux, Christian ; Robert, Christian Yann |
| Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2001-28 |
| Source: |
Persistent link: https://www.econbiz.de/10005704025