Higher-order dependence in the general power arch process and a special case
Year of publication: |
1999
|
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Authors: | He, Changli ; Teräsvirta, Timo |
Publisher: |
Stockholm |
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Autokorrelation | Autocorrelation |
Extent: | 16 S |
---|---|
Series: | SSE EFI working paper series in economics and finance. - Stockholm, ISSN 1403-8285, ZDB-ID 2544048-2. - Vol. 315 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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