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"Power and thick tails: an ARCH process example with extreme value as test ..."
Aram Balagyozyan, Christos Giannikos, Barry K. Ma (2020)
- 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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