BIROn - Birkbeck Institutional Research Online
    Up a level
    Export as [feed] Atom [feed] RSS
    Group by: Item Type | Date | Journal or Publication Title | No Grouping
    Number of items: 1.

    Seminar on Stochastic Analysis, Random Fields and Applications VI

    Brummelhuis, Raymond (2010) Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for GARCH(1,1). In: Dalang, R. and Dozzi, M. and Russo, F. (eds.) Seminar on Stochastic Analysis, Random Fields and Applications VI. Progress in Probability 63. Berlin, Germany: Springer, pp. 327-339. ISBN 9783034800204.

    This list was generated on Mon Jul 15 06:43:49 2024 BST.