Properties of a Mixture Asymmetric GARCH Time Series Model

Bao Guo PAN

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

PDF(426 KB)
中国科学院数学与系统科学研究院期刊网
PDF(426 KB)
Acta Mathematica Sinica, Chinese Series ›› 2010, Vol. 53 ›› Issue (4) : 817-826. DOI: 10.12386/A2010sxxb0091
Articles

Properties of a Mixture Asymmetric GARCH Time Series Model

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(426 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉