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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Econometric reviews"
~isPartOf:"cemmap working paper"
~person:"Li, Chenxue"
~subject:"Induktive Statistik"
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Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
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