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Stochastic volatility models with possible extremal clustering

Stochastic volatility models with possible extremal clustering

10 December 2013
T. Mikosch
M. Rezapour
ArXiv (abs)PDFHTML

Papers citing "Stochastic volatility models with possible extremal clustering"

1 / 1 papers shown
Title
Regularly varying multivariate time series
Regularly varying multivariate time series
Bojan Basrak
Johan Segers
139
220
0
26 Jul 2007
1