Joint exceedances of the arch process

2004-09-01

Journal of Applied Probability , Volume 41 - Issue 3 p. 919- 926

Additional Metadata
Keywords	ARCH process, Regular variation, Statistics of extremes
Persistent URL	doi.org/10.1239/jap/1091543434, hdl.handle.net/1765/65962
Journal	Journal of Applied Probability
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Gomes, M.I, de Haan, L.F.M, & Pestana, D. (2004). Joint exceedances of the arch process. Journal of Applied Probability, 41(3), 919–926. doi:10.1239/jap/1091543434

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