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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~isPartOf:"Working papers in economics and econometrics"
~person:"McAleer, Michael"
~subject:"Mathematische Optimierung"
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McAleer, Michael
Franses, Philip Hans
9
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The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
2
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
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