EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Panjer recursion versus FFT fo...
  • Similar by person
Narrow search

Delete all filters | 1 applied filter

Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Dacorogna, Michel M. 1 Embrechts, Paul 1 Muller, Ulrich A. 1 Samorodnitsky, Gennady 1
Institution
All
Olsen Ltd. Financial Econometrics Research Centre, Warwick Business School 1 Financial Institutions Center, Wharton School of Business 1 Institut für Schweizerisches Bankwesen <Zürich> 1 National Centre of Competence in Research North South <Bern> 1 Steklov Mathematical Institute <Moscow> 1 Technische Hochschule <Zürich> 1 arXiv.org 1
more ... less ...
Published in...
All
Working Papers / Olsen Ltd. 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
How heavy are the the tails of a stationary HARCH(k) process? - A study of the moments
Dacorogna, Michel M.; Muller, Ulrich A.; Embrechts, Paul; … - Olsen Ltd.
Persistent link: https://www.econbiz.de/10005793790
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...