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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Joint exceedances of the ARCH process

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Laurens de Haan (Author)
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 CFCUL
Date of Publication
2004-09

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Journal of Applied Probability

Publication Identifiers
ISSN - 0021-9002,1475-6072

Publisher
Cambridge University Press (CUP)

Volume
41
Number
3

Number of pages
7
Starting page
919
Last page
926

Document Identifiers
DOI - https://doi.org/10.1239/jap/1091543434
URL - http://dx.doi.org/10.1239/jap/1091543434


Export

APA
M. Ivette Gomes, Laurens de Haan, Dinis Pestana, (2004). Joint exceedances of the ARCH process. Journal of Applied Probability, 41, 919-926. ISSN 0021-9002,1475-6072. eISSN . http://dx.doi.org/10.1239/jap/1091543434

IEEE
M. Ivette Gomes, Laurens de Haan, Dinis Pestana, "Joint exceedances of the ARCH process" in Journal of Applied Probability, vol. 41, pp. 919-926, 2004. 10.1239/jap/1091543434

BIBTEX
@article{44826, author = {M. Ivette Gomes and Laurens de Haan and Dinis Pestana}, title = {Joint exceedances of the ARCH process}, journal = {Journal of Applied Probability}, year = 2004, pages = {919-926}, volume = 41 }