The sample autocorrelations of heavy-tailed processes with applications to ARCH 论文

1998The Annals of Statistics引用 244
DOIPDF
Financial Risk and Volatility ModelingBayesian Methods and Mixture ModelsStochastic processes and statistical mechanics
Bayesian Methods and Mixture ModelsStochastic processes and statistical mechanicsFinancial Risk and Volatility Modeling
相关技术:Financial Risk and Volatility ModelingBayesian Methods and Mixture Models
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The sample autocorrelations of heavy-tailed processes with applications to ARCH · 相关技术

相关技术

Financial Risk and Volatility ModelingBayesian Methods and Mixture Models