# Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors

> Research article (Econometric Reviews, 2016) · cited 14× · AI/ML

**Wikidata**: [openalex:W2511532413](https://www.wikidata.org/wiki/openalex:W2511532413)  
**Source**: https://4ort.xyz/entity/inference-for-the-tail-index-of-a-garch-1-1-model-and-an-ar-1-model-with-arch-1-errors