Technical Drawing

On a Threshold Double Autoregressive Model

Tidak Tersedia Deskripsi

Ketersediaan

Informasi Detail

Judul Seri

JOURNAL OF BUSINESS & ECONOMIC STATISTICS; VOL.34 NO.1 January 2016

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 68-80

Bahasa

English

ISBN/ISSN

-

Klasifikasi

-

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

VOLATILITY
SCORE TEST
COMPOUND POISSON PROCESS
QUASI-MAXIMUM LIKELIHOOD ESTIMATION
THRESHOLD ARCH MODEL
THRESHOLD DOUBLE AR MODEL

Info Detail Spesifik

-

Pernyataan Tanggungjawab

Dong Li, Shiqing Ling, Rongmao Zhang

Versi lain/terkait

Lampiran Berkas

Komentar