DSpace at EWHA: Functional central limit theorems for augmented GARCH(p, q) and FIGARCH processes

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DC Field	Value	Language
dc.contributor.author	이외숙	-
dc.date.accessioned	2016-08-28T11:08:28Z	-
dc.date.available	2016-08-28T11:08:28Z	-
dc.date.issued	2014	-
dc.identifier.issn	1226-3192	-
dc.identifier.other	OAK-12415	-
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/228575	-
dc.description.abstract	Augmented GARCH; FIGARCH; Fractional FCLT; Functional central limit theorem	-
dc.language	English	-
dc.publisher	Korean Statistical Society	-
dc.title	Functional central limit theorems for augmented GARCH(p, q) and FIGARCH processes	-
dc.type	Article	-
dc.relation.issue	3	-
dc.relation.volume	43	-
dc.relation.index	SCIE	-
dc.relation.index	SCOPUS	-
dc.relation.index	KCI	-
dc.relation.startpage	393	-
dc.relation.lastpage	401	-
dc.relation.journaltitle	Journal of the Korean Statistical Society	-
dc.identifier.doi	10.1016/j.jkss.2013.12.001	-
dc.identifier.wosid	WOS:000348754700006	-
dc.identifier.scopusid	2-s2.0-84904652050	-
dc.author.google	Lee O.	-
dc.contributor.scopusid	이외숙(8425708300)	-
dc.date.modifydate	20220901081003	-