Statistical properties of the asymmetric power ARCH process

Changli He ; Timo Teräsvirta

Year of publication:	1997
Authors:	He, Changli ; Teräsvirta, Timo
Institutions:	Ekonomiska forskningsinstitutet <Stockholm> (contributor)
Publisher:	Stockholm : Economic Research Inst.
Subject:	Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis

Check Google Scholar |

More access options

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10000971492

A service of the