Three-factor profile analysis with GARCH innovations
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Publication:2479433
DOI10.1016/j.matcom.2006.12.011zbMath1148.62309OpenAlexW2144481773MaRDI QIDQ2479433
Pui Lam Leung, Wing-Keung Wong
Publication date: 26 March 2008
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2006.12.011
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Analysis of variance and covariance (ANOVA) (62J10)
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