Higher-order dependence in the general power ARCH process and a special case - He, Changli; Teräsvirta, Timo, 1941-; Handelshögskolan i Stockholm. Ekonomiska forskningsinstitutet (Stockholm : Stockholm School of Economics, 1999)
ISSN 1403-8285
Lit.
Keywords: statistické modely; regresní modely; studie; statistical models; regression models; studies