Extent: | application/pdf application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The forthcoming version of the paper is C. He, H. Malmsten and T. Teräsvirta: Higher-order dependence in the general Power ARCH process and the role of the power parameter Published in Recent advances in linear models and related areas, Shalabh, X, Heumann, C. (eds.), 2008, pages 231-251, Springer. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 315 16 pages |
Classification: | C22 - Time-Series Models |
Source: |
Persistent link: https://www.econbiz.de/10005649212