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

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Bibliographic Details
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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