On the Distribution Estimation of Power Threshold Garch Processes
Gonçalves, Esmeralda, Leite, Joana, Mendes-Lopes, NazarÉYear:
2016
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12173
File:
PDF, 622 KB
english, 2016