The functional central limit theorem for the multivariate MS-ARMA-GARCH model
Year of publication: |
2014
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Authors: | Lee, Oesook ; Lee, Jungwha |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 3, p. 331-335
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Subject: | Functional central limit theorem | L2-NED | Multivariate MS-GARCH | Multivariate MS-ARMA-GARCH | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
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