Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
> Browse
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Results for Bivariate regular variation
Publications & Outputs
The extremal index for GARCH(1,1) processes
Laurini, F. &
Tawn, J. A.
,
12/2012
,
In:
Extremes.
15
,
4
,
p. 511-529
19 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review