Joint exceedances of the arch process

MI Gomes, Laurens de Haan, D Pestana

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages8
EditionEconometric Institute Reprint serie EI-1350
Publication statusPublished - 2005

Publication series

SeriesEconometric Institute Reprint serie
VolumeEI-1350

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