Characterization of the tail behavior of a class of BEKK processes: A stochastic recurrence equation approach
Research output: Contribution to journal › Journal article › Research › peer-review
Documents
- bekk_sre_Rrev_rsp_1Dec2020_vs2
Accepted author manuscript, 250 KB, PDF document
| Original language | English |
|---|---|
| Journal | Econometric Theory |
| ISSN | 0266-4666 |
| Publication status | E-pub ahead of print - 4 Feb 2021 |
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