Estimating the codifference function of linear time series models with infinite variance
Work
Year: 2009
Type: article
Source: Metrika
Authors Dedi Rosadi, Manfred Deistler
Institutions ADA University, Universitas Gadjah Mada, TU Wien
Cites: 29
Cited by: 36
Related to: 10
FWCI: 0.792
Citation percentile (by year/subfield): 91.05
Subfield: Finance
Domain: Social Sciences
Open Access status: closed