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Working Papers (2019), ESSEC Business School

Bivariate FCLT For The Sample Quantile And Measures Of Dispersion For Augmented Garch(p, q) Processes

BRÄUTIGAM Marcel, KRATZ Marie

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