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TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS.

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Title: TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS.
Authors: Chan, Ngai Hang1, Li, Deyuan2, Peng, Liang3, Zhang, Rongmao4
Source: Econometric Theory. Oct2013, Vol. 29 Issue 5, p920-940. 21p.
Database: Mathematics Source
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DbLabel: Mathematics Source
An: 91256716
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS.
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  Data: <searchLink fieldCode="AR" term="%22Chan%2C+Ngai+Hang%22">Chan, Ngai Hang</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22Li%2C+Deyuan%22">Li, Deyuan</searchLink><relatesTo>2</relatesTo><br /><searchLink fieldCode="AR" term="%22Peng%2C+Liang%22">Peng, Liang</searchLink><relatesTo>3</relatesTo><br /><searchLink fieldCode="AR" term="%22Zhang%2C+Rongmao%22">Zhang, Rongmao</searchLink><relatesTo>4</relatesTo>
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  Data: <searchLink fieldCode="JN" term="%22Econometric+Theory%22">Econometric Theory</searchLink>. Oct2013, Vol. 29 Issue 5, p920-940. 21p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=91256716
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      – Type: doi
        Value: 10.1017/S0266466612000801
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      – Code: eng
        Text: English
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        PageCount: 21
        StartPage: 920
    Titles:
      – TitleFull: TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS.
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            NameFull: Chan, Ngai Hang
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            NameFull: Li, Deyuan
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            NameFull: Peng, Liang
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            NameFull: Zhang, Rongmao
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            – D: 01
              M: 10
              Text: Oct2013
              Type: published
              Y: 2013
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              Value: 02664666
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              Value: 29
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              Value: 5
          Titles:
            – TitleFull: Econometric Theory
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