On the tail behavior of a class of multivariate conditionally heteroskedastic processes
Crossref DOI link: https://doi.org/10.1007/s10687-017-0307-3
Published Online: 2017-12-11
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pedersen, Rasmus Søndergaard http://orcid.org/0000-0002-5137-6003
Wintenberger, Olivier
Funding for this research was provided by:
ANR network (AMERISKA ANR 14 CE20 0006 01)
Carlsbergfondet ((not applicable))
License valid from 2017-12-11