@article{8c2edda68404499e86556a63c0343ad7,
title = "On the tail behavior of a class of multivariate conditionally heteroskedastic processes",
keywords = "Stochastic recurrence equations, Markov processes, Regular variation, Multivariate ARCH, Asymptotic properties, Geometric ergodicity",
author = "Pedersen, {Rasmus Sondergaard} and Olivier Wintenberger",
year = "2018",
month = jun,
day = "1",
doi = "10.1007/s10687-017-0307-3",
language = "English",
volume = "21",
pages = "261--284",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer",
number = "2",
}