On the tail index inference for heavy-tailed GARCH-type innovations
Crossref DOI link: https://doi.org/10.1007/s10463-014-0495-4
Published Online: 2014-11-05
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kim, Moosup
Lee, Sangyeol
Text and Data Mining valid from 2014-11-05
