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DSpace at EWHA자연과학대학 통계학전공 Journal papers

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Functional central limit theorems for augmented GARCH(p, q) and FIGARCH processes

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

Authors: Lee O.

Ewha Authors: 이외숙

SCOPUS Author ID: 이외숙

Issue Date: 2014

Journal Title: Journal of the Korean Statistical Society

ISSN: 1226-3192

Citation: Journal of the Korean Statistical Society vol. 43, no. 3, pp. 393 - 401

Publisher: Korean Statistical Society

Indexed: SCIE; SCOPUS; KCI

Document Type: Article

Abstract: Augmented GARCH; FIGARCH; Fractional FCLT; Functional central limit theorem

DOI: 10.1016/j.jkss.2013.12.001

Appears in Collections:: 자연과학대학 > 통계학전공 > Journal papers

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