A mathematical approach to detect the Taylor property in...

Statistics & Probability Letters 2009 Vol. 79; Iss. 5

A mathematical approach to detect the Taylor property in TARCH processes

Esmeralda Gonçalves, Joana Leite, Nazaré Mendes-Lopes
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Volume:
79
Year:
2009
Language:
english
Pages:
9
DOI:
10.1016/j.spl.2008.10.006
File:
PDF, 637 KB
english, 2009
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