"Power and thick tails: an ARCH process example with extreme value as test ..."

Aram Balagyozyan, Christos Giannikos, Barry K. Ma (2020)

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DOI: 10.1080/03610918.2018.1491989

access: closed

type: Journal Article

metadata version: 2023-09-30

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Aram Balagyozyan, Christos Giannikos, Barry K. Ma:
Power and thick tails: an ARCH process example with extreme value as test statistic. Commun. Stat. Simul. Comput. 49(2): 556-564 (2020)

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