Browse by Journal and Volume

Group by: Author(s) | Date | School | No Grouping

Jump to: June 2008

Number of items: 1.

June 2008

Brummelhuis, Raymond (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 Sun Dec 22 02:40:21 2024 GMT.