Semiparametric EGARCH model with the case study of China stock market
Year of publication: |
2011
|
---|---|
Authors: | Yang, Hu ; Wu, Xingcui |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 28.2011, 3, p. 761-766
|
Publisher: |
Elsevier |
Subject: | Markov | Mixing | Local Polynomial Estimate | Semiparametric method | Asymptotic normality | Stock market |
-
A flexible semiparametric model for time series
Li, Degui, (2012)
-
A flexible semiparametric model for time series
Li, Degui, (2012)
-
A flexible semiparametric model for time series
Li, Degui, (2012)
- More ...
-
Semiparametric EGARCH model with the case study of China stock market
Yang, Hu, (2011)
-
Semiparametric EGARCH model with the case study of China stock market
Yang, Hu, (2011)
-
The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin, (2009)
- More ...