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Number of items: 2.
May 2006
Brummelhuis, R. (2006) Auto-dependence structure of arch-models: tail dependence coefficients. Working Paper. Birkbeck, University of London, London, UK.
3 May 2019
Baxter, Brad J.C. and Brummelhuis, R. (2019) Convergence of Stationary RBF-schemes for the numerical solution of evolution equations. arXiv.