Some limiting properties for GARCH(p; q)-X processes
- 주제(키워드) Conditional heteroskedasticity , exogenous variable , GARCH-X model , nonstationarity
- 주제(기타) 통계학
- 설명문(URI) https://www.kci.go.kr/kciportal/ci/sereArticleSearch/ciSereArtiView.kci?sereArticleSearchBean.artiId=ART002225964
- 등재 KCI등재
- 발행기관 한국데이터정보과학회
- 발행년도 2017
- URI http://www.dcollection.net/handler/ewha/000000152064
- 본문언어 영어
- Published As http://dx.doi.org/10.7465/jkdi.2017.28.3.697
