RCA models with GARCH innovations
From MaRDI portal
Publication:1027477
DOI10.1016/j.aml.2008.02.015zbMath1163.91534MaRDI QIDQ1027477
Publication date: 29 June 2009
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2008.02.015
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis