TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS
- 期刊名称Econometric Theory
- 作者Chan, Ngai Hang; Li, Deyuan; Peng, Liang; Zhang, Rongmao
- 卷第29卷
- 期第5期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小206.97KB
- 发表时间2013-10
- DOI10.1017/S0266466612000801
- 页码920-940
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