Showing results 19 to 28 of 28
Issue Date | Title | Author(s) | Type |
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2018 | Stationarity and functional central limit theorem for ARCH(∞) models | 이외숙 | Article |
2006 | Stationarity and β-mixing property of a mixture AR-ARCH models | 이외숙 | Article |
1999 | Stationary solutions for iterated function systems controlled by stationary processes | 이외숙; 신동완 | Article |
2004 | Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 이외숙; 신동완 | Article |
2001 | Tests for asymmetry in possibly nonstationary time series data | 이외숙; 신동완 | Article |
2014 | The functional central limit theorem and structural change test for the HAR(∞) model | 이외숙 | Article |
2013 | The functional central limit theorem for ARMA-GARCH processes | 이외숙 | Article |
2014 | The functional central limit theorem for the multivariate MS-ARMA-GARCH model | 이외숙 | Article |
2008 | Unit root tests for panel MTAR model with cross-sectionally dependent error | 이외숙; 신동완 | Article |
2012 | V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model | 이외숙 | Article |