On the tail behaviors of Box-Cox transformed threshold...

Statistics & Probability Letters 2006 Vol. 76; Iss. 13

On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process

Ji-Chun Liu
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
76
Year:
2006
Language:
english
Pages:
8
DOI:
10.1016/j.spl.2006.01.009
File:
PDF, 141 KB
english, 2006
Conversion to is in progress
Conversion to is failed