Title of article
On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process
Author/Authors
Ji-Chun Liu، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2006
Pages
8
From page
1323
To page
1330
Keywords
Box-Cox transformation , Threshold GARCH , Heavy-tail distribution , Strict stationarity , Existence of moments
Journal title
Statistics and Probability Letters
Serial Year
2006
Journal title
Statistics and Probability Letters
Record number
140774
Link To Document