The functional central limit theorem for the multivariate MS-ARMA-GARCH model
Oesook Lee; Jungwha Lee
| Year of publication: |
2014
|
|---|---|
| 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 | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506097