The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2016
ISSN: 0001-8678,1475-6064
DOI: 10.1017/apr.2016.51