Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056)
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scientific article; zbMATH DE number 1687630
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| English | Threshold \(\text{Arch}(1)\) processes: Asymptotic inference |
scientific article; zbMATH DE number 1687630 |
Statements
Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (English)
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6 March 2002
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threshold ARCH
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geometric ergodicity
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conditional least-squares
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financial data in Korea
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financial time series
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0.7919240593910217
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0.7917499542236328
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0.787871778011322
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0.7877818942070007
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0.7877246737480164
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