• 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