DSpace at EWHA: The functional central limit theorem for the multivariate MS-ARMA-GARCH model

View : 591 Download: 0

Full metadata record

DC Field	Value	Language
dc.contributor.author	이외숙	-
dc.date.accessioned	2016-08-28T11:08:22Z	-
dc.date.available	2016-08-28T11:08:22Z	-
dc.date.issued	2014	-
dc.identifier.issn	0165-1765	-
dc.identifier.other	OAK-12344	-
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/228518	-
dc.description.abstract	Functional central limit theorem; L2-NED; Multivariate MS-ARMA-GARCH; Multivariate MS-GARCH	-
dc.language	English	-
dc.publisher	Elsevier	-
dc.title	The functional central limit theorem for the multivariate MS-ARMA-GARCH model	-
dc.type	Article	-
dc.relation.issue	3	-
dc.relation.volume	125	-
dc.relation.index	SSCI	-
dc.relation.index	SCOPUS	-
dc.relation.startpage	331	-
dc.relation.lastpage	335	-
dc.relation.journaltitle	Economics Letters	-
dc.identifier.doi	10.1016/j.econlet.2014.10.002	-
dc.identifier.wosid	WOS:000347604000001	-
dc.identifier.scopusid	2-s2.0-84908610068	-
dc.author.google	Lee O.	-
dc.author.google	Lee J.	-
dc.contributor.scopusid	이외숙(8425708300)	-
dc.date.modifydate	20220901081003	-