Properties of a Mixture Asymmetric GARCH Time Series Model

Bao Guo PAN

Acta Mathematica Sinica, Chinese Series ›› 2010, Vol. 53 ›› Issue (4) : 817-826.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematica Sinica, Chinese Series ›› 2010, Vol. 53 ›› Issue (4) : 817-826. DOI: 10.12386/A2010sxxb0091
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Properties of a Mixture Asymmetric GARCH Time Series Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, Chinese Series, 2010, 53(4): 817-826 https://doi.org/10.12386/A2010sxxb0091

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