Regular variation of GARCH processes

Bojan Basrak, Richard A. Davis, Thomas Valentin Mikosch

196 Citations (Scopus)

Original language	English
Journal	Stochastic Processes and Their Applications
Volume	99
Issue number	1
Pages (from-to)	95-115
ISSN	0304-4149
Publication status	Published - 2002

Cite this

@article{a0fec45074c211dbbee902004c4f4f50,

title = "Regular variation of GARCH processes",

author = "Bojan Basrak and Davis, {Richard A.} and Mikosch, {Thomas Valentin}",

year = "2002",

language = "English",

volume = "99",

pages = "95--115",

journal = "Stochastic Processes and Their Applications",

issn = "0304-4149",

publisher = "Elsevier BV * North-Holland",

number = "1",

}