DSpace at EWHA: The functional central limit theorem for ARMA-GARCH processes

Browse

My Repository

DSpace at EWHA자연과학대학 통계학전공 Journal papers

View : 615 Download: 0

The functional central limit theorem for ARMA-GARCH processes

Title: The functional central limit theorem for ARMA-GARCH processes

Authors: Lee O.

Ewha Authors: 이외숙

SCOPUS Author ID: 이외숙

Issue Date: 2013

Journal Title: Economics Letters

ISSN: 0165-1765

Citation: Economics Letters vol. 121, no. 3, pp. 432 - 435

Indexed: SSCI; SCOPUS

Document Type: Article

Abstract: L2-NED; ARMA-GARCH; C10; C22; C62; Functional central limit theorem; GARCH

DOI: 10.1016/j.econlet.2013.09.018

Appears in Collections:: 자연과학대학 > 통계학전공 > Journal papers

Files in This Item:

Export: RIS (EndNote); XLS (Excel); XML

Show full item record

Find@EWHA

qrcode

: search

BROWSE