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Issue Date | Title | Author(s) | Type |
---|---|---|---|
2004 | Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 이외숙; 신동완 | Article |
2004 | M-estimation for regressions with integrated regressors and ARMA errors | 이외숙; 신동완 | Article |
2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |