Testing the existence of moments and estimating the tail index of augmented garch processes
Year of publication: |
2021
|
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Authors: | Francq, Christian ; Zakoian, Jean-Michel |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Francq, Christian and Zakoian, Jean-Michel (2021): Testing the existence of moments and estimating the tail index of augmented garch processes. |
Classification: | C12 - Hypothesis Testing ; c58 |
Source: | BASE |
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