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How heavy are the the tails of a stationary HARCH(k) process? - A study of the moments

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Michel M. Dacorogna
Ulrich A. Muller
Paul Embrechts
Gennady Samorodnitsky

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Paper provided by Olsen and Associates in its series Working Papers with number 1995-02-24..

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Handle: RePEc:wop:olaswp:_004

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