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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/9056
Title: How Heavy Are the Tails of a Stationary HARCH(k) Process? A Study of the Moments
Authors: Embrechts, P.
Samorodnitsky, G.
Dacorogna, M. M.
Muller, U. A.
Keywords: Operations Research
Industrial Engineering
technical report
Issue Date: Sep-1996
Publisher: Cornell University Operations Research and Industrial Engineering
Citation: 1172
Abstract: How Heavy Are the Tails of a Stationary HARCH(k) Process? A Study of the Moments
URI: http://hdl.handle.net/1813/9056
Appears in Collections:ORIE Technical Reports

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