Inference for Box–Cox Transformed Threshold GARCH Models with Nuisance Parameters
| Year of publication: |
2012
|
|---|---|
| Authors: | LEE, SANGYEOL ; LEE, TAEWOOK |
| Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 39.2012, 3, p. 568-589
|
| Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010567600