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Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models
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- Journal:
- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 426-445
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- June 2005
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Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
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- Journal:
- Journal of Applied Probability / Volume 30 / Issue 2 / June 1993
- Published online by Cambridge University Press:
- 14 July 2016, pp. 315-329
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- June 1993
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