Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH( p, q) processes
1986 ◽
Vol 7
(2)
◽
pp. 209-225
Keyword(s):
Keyword(s):
1989 ◽
Vol 82
(2)
◽
pp. 177-186
◽
Keyword(s):
1981 ◽
pp. 24-33
Keyword(s):
Keyword(s):