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Approximating volatilities by asymmetric power GARCH function
Penzer, Jeremy (contributor); Wang, Mingjin (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075165
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Periodic time series models : a structural approach
Tripodis, Yorghos (contributor); Penzer, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075167
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Single season heteroscedasticity in time series
Tripodis, Yorghos (contributor); Penzer, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018