%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 }