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~isPartOf:"Econometric theory"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"NBER working paper series"
~person:"Zhang, Rongmao"
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Zhang, Rongmao
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Asymptotic inference for ar models with heavy-tailed g-Garch noises
Zhang, Rongmao
;
Ling, Shiqing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 880-890
Persistent link: https://www.econbiz.de/10011341924
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Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
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