On the Stationary Version of the Generalized Hyperbolic ARCH Model
| Year of publication: |
2007
|
|---|---|
| Authors: | Mena, Ramsés H. ; Walker, Stephen G. |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 59.2007, 2, p. 325-348
|