Title of article :
Unobserved component models with asymmetric conditional variances
Author/Authors :
Carmen Broto، نويسنده , , Esther Ruiz، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Structural timeseries models , Auxiliary residuals , Leverage effect , inflation , Financial series , GARCH , QARCH
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
