BIROn - Birkbeck Institutional Research Online

Browse by Journal and Volume

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Author(s) | Date | School or Research Centre | No Grouping
Jump to: B
Number of items: 1.

B

Brummelhuis, R. (2008) Serial dependence in ARCH-models as measured by tail dependence coefficients. Extremes 11 (2), pp. 167-201. ISSN 1386-1999.

This list was generated on Thu May 23 02:20:27 2013 BST.
BIROn - Birkbeck Institutional Research Online is powered by EPrints 3 and is hosted by ULCC.
BIROn is affiliated to SHERPA and SHERPA-LEAP.