DSpace at EWHA: Covariance stationary GARCH-family models with long memory property

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DC Field	Value	Language
dc.contributor.author	이외숙	*
dc.date.accessioned	2017-01-05T02:01:54Z	-
dc.date.available	2017-01-05T02:01:54Z	-
dc.date.issued	2008	*
dc.identifier.issn	1226-3192	*
dc.identifier.other	OAK-4806	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/233502	-
dc.description.abstract	We propose simple models which extend GARCH model and find regions of coefficients on which the given process is nonnegative covariance stationary and has long memory property. © 2008 Elsevier Ltd. All rights reserved.	*
dc.language	English	*
dc.title	Covariance stationary GARCH-family models with long memory property	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	37	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.index	KCI	*
dc.relation.startpage	29	*
dc.relation.lastpage	35	*
dc.relation.journaltitle	Journal of the Korean Statistical Society	*
dc.identifier.doi	10.1016/j.jkss.2007.07.001	*
dc.identifier.wosid	WOS:000255815300005	*
dc.identifier.scopusid	2-s2.0-41249084538	*
dc.author.google	Lee O.	*
dc.author.google	Kim H.M.	*
dc.contributor.scopusid	이외숙(8425708300)	*
dc.date.modifydate	20241128115404	*