On the Distribution Estimation of Power Threshold Garch Processes

AuthID
P-00K-SVT
3
Author(s)
Leite, J
·
Tipo de Documento
Article
Year published
2016
Publicado
in JOURNAL OF TIME SERIES ANALYSIS, ISSN: 0143-9782
Volume: 37, Número: 5, Páginas: 579-602 (24)
Conference
Journal of Time Series Analysis
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-84955244085
Wos: WOS:000380913600001
Source Identifiers
ISSN: 0143-9782
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