Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421): Difference between revisions

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-.1016/j.spl.2003.08.016
@@ Property / DOI: 10.1016/j.spl.2003.08.016 / rank @@
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-Q397242
@@ Property / author: Q397242 / rank @@
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-Ishwar V. Basawa
@@ Property / author: Ishwar V. Basawa / rank @@
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@@ Property / author @@
+Sun Young Hwang
@@ Property / author: Sun Young Hwang / rank @@
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@@ Property / author @@
+Ishwar V. Basawa
@@ Property / author: Ishwar V. Basawa / rank @@
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+W1971205065
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
+Normal rank
@@ Property / cites work @@
+Q4183968
@@ Property / cites work: Q4183968 / rank @@
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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@@ Property / cites work @@
+ARCH models and financial applications
@@ Property / cites work: ARCH models and financial applications / rank @@
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@@ Property / cites work @@
+Q4839358
@@ Property / cites work: Q4839358 / rank @@
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@@ Property / cites work @@
+A Class of Nonlinear Arch Models
@@ Property / cites work: A Class of Nonlinear Arch Models / rank @@
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@@ Property / cites work @@
+Q3580443
@@ Property / cites work: Q3580443 / rank @@
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@@ Property / cites work @@
+Threshold \(\text{Arch}(1)\) processes: Asymptotic inference
+Normal rank
@@ Property / cites work @@
+A threshold AR(1) model
@@ Property / cites work: A threshold AR(1) model / rank @@
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@@ Property / DOI @@
+.1016/J.SPL.2003.08.016
@@ Property / DOI: 10.1016/J.SPL.2003.08.016 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1771421