The second-order version of Karamata’s theorem with applications
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DOI: 10.1016/j.spl.2013.02.006
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References listed on IDEAS
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Cited by:
- Pedersen, Rasmus Søndergaard, 2016.
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- Rasmus Søndergaard Pedersen, 2014. "Targeting estimation of CCC-Garch models with infinite fourth moments," Discussion Papers 14-04, University of Copenhagen. Department of Economics.
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Keywords
Conditional moment; Extreme value theory; Karamata’s theorem; Regular variation; Second-order regular variation;All these keywords.
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