Statistical properties of the asymmetric power ARCH process
Year of publication: |
1997
|
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Authors: | He, Changli |
Published in: |
Statistical properties of GARCH processes. - Stockholm : EFI, ISBN 91-7258-460-2. - 1997, p. 39-56
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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