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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=141022
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