Working Papers
Bivariate FCLT For The Sample Quantile And Measures Of Dispersion For Augmented Garch(p, q) Processes
Year
2019
BRÄUTIGAM, M. et KRATZ, M. (2019). Bivariate FCLT For The Sample Quantile And Measures Of Dispersion For Augmented Garch(p, q) Processes. WP1909, ESSEC Business School.