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On the Distribution Estimation of Power Threshold Garch Processes
AuthID
P-00K-SVT
3
Author(s)
Goncalves, E
·
Leite, J
·
Mendes Lopes, N
Document Type
Article
Year published
2016
Published
in
JOURNAL OF TIME SERIES ANALYSIS,
ISSN: 0143-9782
Volume: 37, Issue: 5, Pages: 579-602 (24)
Conference
Journal of Time Series Analysis
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DOI
:
10.1111/jtsa.12173
Handle
:
https://hdl.handle.net/10316/44814
SCOPUS
: 2-s2.0-84955244085
Wos
: WOS:000380913600001
Source Identifiers
ISSN
: 0143-9782
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