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%0 Journal Article
%1 Borkovec2000
%A Borkovec, Milan
%D 2000
%J Stochastic Processes and their Applications
%K ARCH model
%N 2
%P 189--207
%T Extremal behavior of the autoregressive process with ARCH(1) errors
%U http://www.sciencedirect.com/science/article/B6V1B-3Y2WWD8-2/1/8b2fad9d7b6d8ee27fc7f1ca7ff3a05c
%V 85
@article{Borkovec2000,
added-at = {2008-04-22T14:25:45.000+0200},
author = {Borkovec, Milan},
biburl = {https://www.bibsonomy.org/bibtex/20131a6c96f9d1723f9110996e5de8245/smicha},
day = 01,
description = {Stochastic Processes and their Applications},
interhash = {00fb2de5d267213bf55c3effbbafb167},
intrahash = {0131a6c96f9d1723f9110996e5de8245},
journal = {Stochastic Processes and their Applications},
keywords = {ARCH model},
month = Feb,
number = 2,
pages = {189--207},
timestamp = {2008-04-22T14:31:31.000+0200},
title = {Extremal behavior of the autoregressive process with ARCH(1) errors},
url = {http://www.sciencedirect.com/science/article/B6V1B-3Y2WWD8-2/1/8b2fad9d7b6d8ee27fc7f1ca7ff3a05c},
volume = 85,
year = 2000
}