Title of article :
Threshold ARCH(1) processes: asymptotic inference
Author/Authors :
S. Y. Hwang، نويسنده , , Mi-Ja Woo، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2001
Pages :
10
From page :
11
To page :
20
Keywords :
Threshold ARCH , Geometric ergodicity , Conditional least-squares , Financial data in Korea
Journal title :
Statistics and Probability Letters
Serial Year :
2001
Journal title :
Statistics and Probability Letters
Record number :
139608
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139608
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