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Chapter title |
Higher-order Dependence in the General Power ARCH Process and the Role of Power Parameter
|
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Chapter number | 12 |
Book title |
Recent Advances in Linear Models and Related Areas
|
Published by |
Physica-Verlag HD, January 2008
|
DOI | 10.1007/978-3-7908-2064-5_12 |
Book ISBNs |
978-3-79-082063-8, 978-3-79-082064-5
|
Authors |
Changli He, Hans Malmsten, Timo Teräsvirta |