Tail Behavior and Dependence Structure in the APARCH Model

Farrukh Javed, Krzysztof Podgórski
  • Journal of Time Series Econometrics, January 2016, De Gruyter
  • DOI: 10.1515/jtse-2016-0002
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The following have contributed to this page: Professor Krzysztof Podgorski and Farrukh Javed