Persistent-threshold-GARCH processes: Model and application (Englisch)
- Neue Suche nach: Park, J.A.
- Neue Suche nach: Baek, J.S.
- Neue Suche nach: Hwang, S.Y.
- Neue Suche nach: Park, J.A.
- Neue Suche nach: Baek, J.S.
- Neue Suche nach: Hwang, S.Y.
In:
Statistics and Probability Letters
;
79
, 7
;
907-914
;
2008
-
ISSN:
- Aufsatz (Zeitschrift) / Elektronische Ressource
-
Titel:Persistent-threshold-GARCH processes: Model and application
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Beteiligte:
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Erschienen in:Statistics and Probability Letters ; 79, 7 ; 907-914
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Verlag:
- Neue Suche nach: Elsevier B.V.
-
Erscheinungsdatum:16.11.2008
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Format / Umfang:8 pages
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ISSN:
-
DOI:
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Medientyp:Aufsatz (Zeitschrift)
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Format:Elektronische Ressource
-
Sprache:Englisch
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Schlagwörter:
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Datenquelle:
Inhaltsverzeichnis – Band 79, Ausgabe 7
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