Output details
18 - Economics and Econometrics
Birkbeck College
Chapter title
Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for GARCH(1,1)
Type
C - Chapter in book
Publisher of book
Springer
Book title
Seminar on Stochastic Analysis, Random Fields and Applications VI
ISBN of book
9783034800204
Year of publication
2010
Number of additional authors
0
Additional information
-
Interdisciplinary
Yes
Cross-referral requested
10 - Mathematical Sciences
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
