Title of article
The stationary seasonal hyperbolic asymmetric power ARCH model
Author/Authors
Abdou Kâ Diongue، نويسنده , , Dominique Guegan، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
7
From page
1158
To page
1164
Keywords
Persistence , Seasonality , Leptokurtosis , Long memory , Hyperbolic behavior , asymmetric
Journal title
Statistics and Probability Letters
Serial Year
2007
Journal title
Statistics and Probability Letters
Record number
141022
Link To Document