Work

Asymptotic theory for ARCH-SM models: Lan and residual empirical processes

Year: 2005

Type: article

Authors: Sangyeol Lee, Masanobu Taniguchi

Institution: Seoul National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2121006487

FWCI: 5.693

Cites: 37

Cited by: 39

Related to: 10